+424.9%
AXP vs ROP
+183.0%
+241.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -2.9% | -2.9% | +0.1% | -1.1% |
| 30D | +3.7% | +30.1% | -26.3% | -12.7% |
| 3M | -4.9% | +19.9% | -24.8% | -16.0% |
| 6M | +4.1% | +46.0% | -42.0% | -20.6% |
| YTD | -11.7% | +8.4% | -20.0% | -18.2% |
| 1Y | -11.7% | +8.8% | -20.5% | -18.5% |
| 3Y | +116.5% | -5.6% | +122.1% | +118.3% |
| 5Y | +89.5% | +3.0% | +86.5% | +76.3% |
| 10Y | +424.9% | +184.0% | +240.9% | +164.6% |
| All | +424.9% | +183.0% | +241.9% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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