+117.0%
AXP vs ROK
+49.7%
+67.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.7% |
| 7D | +0.6% | -13.8% | +14.4% | +5.7% |
| 30D | +5.8% | -14.9% | +20.8% | +11.6% |
| 3M | -6.0% | -14.7% | +8.6% | -1.1% |
| 6M | +0.3% | -17.7% | +18.0% | +6.2% |
| YTD | -12.3% | -2.5% | -9.8% | -14.1% |
| 1Y | -11.2% | +2.3% | -13.5% | -14.8% |
| 3Y | +117.0% | +52.7% | +64.3% | +63.5% |
| All | +117.0% | +49.7% | +67.3% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling