-11.2%
AXP vs ROP
+8.2%
-19.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | +0.6% | +2.1% | -1.6% | +0.2% |
| 30D | +5.8% | +32.9% | -27.1% | +0.7% |
| 3M | -6.0% | +20.0% | -26.0% | -9.0% |
| 6M | +0.3% | +36.4% | -36.1% | -5.6% |
| YTD | -12.3% | +7.8% | -20.1% | -11.2% |
| 1Y | -11.2% | +8.0% | -19.2% | -10.4% |
| All | -11.2% | +8.2% | -19.5% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling