-11.2%
AXP vs ROST
+43.6%
-54.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.8% |
| 7D | +0.6% | +1.2% | -0.6% | +0.4% |
| 30D | +5.8% | +2.5% | +3.4% | +5.4% |
| 3M | -6.0% | -9.0% | +2.9% | -4.6% |
| 6M | +0.3% | +1.3% | -1.0% | 0.0% |
| YTD | -12.3% | +29.1% | -41.3% | -19.7% |
| 1Y | -11.2% | +45.4% | -56.7% | -23.0% |
| All | -11.2% | +43.6% | -54.9% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling