+448.7%
AXP vs ROP
+195.2%
+253.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.6% |
| 7D | +0.6% | +2.1% | -1.6% | -0.8% |
| 30D | +5.8% | +32.9% | -27.1% | -12.1% |
| 3M | -6.0% | +20.0% | -26.0% | -17.1% |
| 6M | +0.3% | +36.4% | -36.1% | -20.0% |
| YTD | -12.3% | +7.8% | -20.1% | -18.5% |
| 1Y | -11.2% | +8.0% | -19.2% | -17.7% |
| 3Y | +117.0% | -3.5% | +120.5% | +115.1% |
| 5Y | +93.2% | +1.5% | +91.7% | +81.6% |
| All | +448.7% | +195.2% | +253.5% | +161.1% |
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