+117.0%
AXP vs ROP
-13.6%
+130.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.7% |
| 7D | -2.1% | -4.4% | +2.3% | +0.1% |
| 30D | -6.5% | +3.2% | -9.8% | -8.2% |
| 3M | +4.6% | +23.1% | -18.4% | -7.2% |
| 6M | +5.4% | +13.3% | -7.9% | -2.5% |
| YTD | -11.1% | -7.9% | -3.3% | -7.4% |
| 1Y | -0.3% | -22.1% | +21.8% | +15.2% |
| 3Y | +111.6% | -16.8% | +128.4% | +133.3% |
| All | +117.0% | -13.6% | +130.6% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling