-11.1%
AXP vs ROL
-31.8%
+20.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | -0.1% | +3.0% | -3.1% | -0.6% |
| 30D | +4.4% | +19.8% | -15.3% | +1.4% |
| 3M | -6.4% | +7.9% | -14.3% | -7.5% |
| 6M | +4.2% | -25.6% | +29.8% | +9.7% |
| YTD | -12.4% | -34.1% | +21.8% | -5.4% |
| 1Y | -11.1% | -31.4% | +20.3% | -5.5% |
| All | -11.1% | -31.8% | +20.7% | -5.5% |
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