+117.0%
AXP vs ROST
+111.8%
+5.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | -6.5% | -8.9% | +2.4% | -3.2% |
| 3M | +4.6% | -0.8% | +5.5% | +4.5% |
| 6M | +5.4% | +8.5% | -3.1% | +1.0% |
| YTD | -11.1% | +28.6% | -39.7% | -21.0% |
| 1Y | -0.3% | +52.3% | -52.6% | -17.7% |
| 3Y | +111.6% | +94.8% | +16.7% | +54.5% |
| All | +117.0% | +111.8% | +5.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling