-0.3%
AXP vs ROL
-35.4%
+35.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | -6.5% | -4.1% | -2.5% | -5.8% |
| 3M | +4.6% | -22.5% | +27.2% | +9.3% |
| 6M | +5.4% | -37.7% | +43.1% | +15.0% |
| YTD | -11.1% | -39.6% | +28.5% | -2.3% |
| 1Y | -0.3% | -36.0% | +35.7% | +8.2% |
| All | -0.3% | -35.4% | +35.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling