+403.0%
AXP vs ROL
+213.5%
+189.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | +2.7% | +18.5% | -15.9% | -3.1% |
| 3M | -7.3% | +4.3% | -11.6% | -8.9% |
| 6M | +1.8% | -27.7% | +29.5% | +12.6% |
| YTD | -13.1% | -35.8% | +22.7% | -0.2% |
| 1Y | -13.7% | -34.1% | +20.4% | -1.9% |
| 3Y | +113.1% | +2.9% | +110.2% | +102.9% |
| 5Y | +85.9% | +12.7% | +73.2% | +67.1% |
| All | +403.0% | +213.5% | +189.5% | +179.6% |
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