+9,905.1%
AXP vs ROP
+25,523.2%
-15,618.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.2% |
| 7D | -2.1% | -4.4% | +2.3% | -0.5% |
| 30D | -6.5% | +3.2% | -9.8% | -7.7% |
| 3M | +4.6% | +23.1% | -18.4% | -3.8% |
| 6M | +5.4% | +13.3% | -7.9% | -0.4% |
| YTD | -11.1% | -7.9% | -3.3% | -9.6% |
| 1Y | -0.3% | -22.1% | +21.8% | +7.8% |
| 3Y | +111.6% | -16.8% | +128.4% | +123.3% |
| 5Y | +117.6% | -13.5% | +131.1% | +125.7% |
| 10Y | +474.1% | +137.7% | +336.4% | +324.1% |
| All | +9,905.1% | +25,523.2% | -15,618.1% | +3,692.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling