+118.0%
AXP vs ROK
+46.6%
+71.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +0.6% | +2.8% | -2.2% | -0.6% |
| 30D | -4.3% | -2.4% | -1.9% | -3.4% |
| 3M | +4.7% | -4.7% | +9.4% | +6.1% |
| 6M | +9.0% | +16.8% | -7.8% | +0.4% |
| YTD | -11.1% | +11.4% | -22.5% | -16.7% |
| 1Y | +1.3% | +26.2% | -24.9% | -10.4% |
| 3Y | +114.5% | +51.9% | +62.6% | +68.7% |
| 5Y | +118.0% | +46.4% | +71.7% | +65.7% |
| All | +118.0% | +46.6% | +71.4% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling