+6,606.2%
AXP vs ROL
+9,768.6%
-3,162.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | +0.4% | +11.7% | -11.3% | -4.0% |
| 30D | +7.0% | +27.7% | -20.7% | -3.2% |
| 3M | -6.6% | +3.7% | -10.3% | -8.5% |
| 6M | +3.5% | -27.8% | +31.2% | +16.5% |
| YTD | -11.2% | -34.7% | +23.5% | +3.7% |
| 1Y | -10.2% | -34.1% | +23.9% | +4.4% |
| 3Y | +120.0% | +5.9% | +114.2% | +106.7% |
| 5Y | +95.6% | +15.6% | +79.9% | +73.0% |
| 10Y | +468.1% | +226.5% | +241.6% | +207.3% |
| All | +6,606.2% | +9,768.6% | -3,162.4% | +830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling