+119.7%
AXP vs ROP
-0.9%
+120.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.4% | +9.2% | -8.8% | -2.9% |
| 30D | +7.0% | +35.5% | -28.5% | -5.0% |
| 3M | -6.6% | +24.4% | -31.0% | -14.4% |
| 6M | +3.5% | +38.0% | -34.6% | -10.0% |
| YTD | -11.2% | +11.1% | -22.3% | -12.8% |
| 1Y | -10.2% | +10.9% | -21.1% | -11.8% |
| All | +119.7% | -0.9% | +120.6% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling