+117.0%
AXP vs ROL
+3.8%
+113.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +0.6% | +9.5% | -8.9% | -1.2% |
| 30D | +5.8% | +22.9% | -17.1% | +1.6% |
| 3M | -6.0% | +3.5% | -9.6% | -6.7% |
| 6M | +0.3% | -29.4% | +29.7% | +7.7% |
| YTD | -12.3% | -36.1% | +23.8% | -3.9% |
| 1Y | -11.2% | -34.4% | +23.1% | -3.4% |
| 3Y | +117.0% | +4.0% | +113.0% | +119.7% |
| All | +117.0% | +3.8% | +113.2% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling