+428.4%
AXP vs ROST
+317.2%
+111.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -0.6% | +3.2% | -3.8% | -2.3% |
| 30D | +5.0% | +7.4% | -2.5% | +1.0% |
| 3M | -4.2% | -6.1% | +1.8% | -1.5% |
| 6M | +2.9% | +6.2% | -3.3% | -1.7% |
| YTD | -11.6% | +33.4% | -45.0% | -25.6% |
| 1Y | -11.1% | +48.8% | -59.9% | -29.5% |
| 3Y | +116.7% | +99.5% | +17.2% | +43.3% |
| 5Y | +89.6% | +112.7% | -23.1% | +16.3% |
| 10Y | +428.4% | +316.4% | +111.9% | +153.2% |
| All | +428.4% | +317.2% | +111.2% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling