+424.9%
AXP vs ROL
+214.5%
+210.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -2.9% | +0.8% | -3.6% | -3.1% |
| 30D | +3.7% | +20.6% | -16.9% | -2.6% |
| 3M | -4.9% | +4.5% | -9.4% | -6.6% |
| 6M | +4.1% | -26.5% | +30.6% | +14.5% |
| YTD | -11.7% | -34.8% | +23.2% | +0.9% |
| 1Y | -11.7% | -33.2% | +21.5% | -0.1% |
| 3Y | +116.5% | +4.5% | +112.0% | +105.1% |
| 5Y | +89.5% | +15.5% | +74.0% | +68.8% |
| 10Y | +424.9% | +217.2% | +207.7% | +192.8% |
| All | +424.9% | +214.5% | +210.4% | +192.8% |
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