+448.7%
AXP vs ROL
+216.1%
+232.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | +0.6% | +9.5% | -8.9% | -2.4% |
| 30D | +5.8% | +22.9% | -17.1% | -1.3% |
| 3M | -6.0% | +3.5% | -9.6% | -7.4% |
| 6M | +0.3% | -29.4% | +29.7% | +11.9% |
| YTD | -12.3% | -36.1% | +23.8% | +0.9% |
| 1Y | -11.2% | -34.4% | +23.1% | +1.1% |
| 3Y | +117.0% | +4.0% | +113.0% | +105.8% |
| 5Y | +93.2% | +13.2% | +79.9% | +73.3% |
| All | +448.7% | +216.1% | +232.6% | +220.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling