+9,899.4%
AXP vs ROP
+30,787.8%
-20,888.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | -6.6% | +24.4% | -31.0% | -14.3% |
| 6M | +3.5% | +38.0% | -34.6% | -9.4% |
| YTD | -11.2% | +11.1% | -22.3% | -16.1% |
| 1Y | -10.2% | +10.9% | -21.1% | -15.1% |
| 3Y | +120.0% | -0.5% | +120.5% | +116.4% |
| 5Y | +95.6% | +4.5% | +91.0% | +88.4% |
| 10Y | +468.1% | +207.5% | +260.7% | +281.2% |
| All | +9,899.4% | +30,787.8% | -20,888.4% | +3,421.0% |
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