+89.5%
AXP vs ROST
+118.3%
-28.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -2.9% | -1.8% | -1.0% | -2.2% |
| 30D | +3.7% | +6.8% | -3.1% | +1.0% |
| 3M | -4.9% | -4.0% | -0.9% | -3.6% |
| 6M | +4.1% | +12.9% | -8.8% | -1.9% |
| YTD | -11.7% | +34.7% | -46.4% | -23.1% |
| 1Y | -11.7% | +49.5% | -61.2% | -26.5% |
| 3Y | +116.5% | +101.5% | +15.0% | +55.7% |
| 5Y | +89.5% | +120.7% | -31.2% | +29.9% |
| All | +89.5% | +118.3% | -28.8% | +29.9% |
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