+6,610.0%
AXP vs ROL
+9,030.3%
-2,420.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.6% |
| 30D | -6.5% | -4.1% | -2.5% | -5.0% |
| 3M | +4.6% | -22.5% | +27.2% | +15.3% |
| 6M | +5.4% | -37.7% | +43.1% | +26.5% |
| YTD | -11.1% | -39.6% | +28.5% | +7.6% |
| 1Y | -0.3% | -36.0% | +35.7% | +17.5% |
| 3Y | +111.6% | -5.1% | +116.7% | +107.9% |
| 5Y | +117.6% | -3.4% | +121.0% | +107.2% |
| 10Y | +474.1% | +215.2% | +258.9% | +215.8% |
| All | +6,610.0% | +9,030.3% | -2,420.3% | +865.8% |
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