+6,524.1%
AXP vs ROST
+70,444.2%
-63,920.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.7% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | +5.8% | +2.5% | +3.4% | +5.1% |
| 3M | -6.0% | -9.0% | +2.9% | -3.7% |
| 6M | +0.3% | +1.3% | -1.0% | -0.7% |
| YTD | -12.3% | +29.1% | -41.3% | -18.9% |
| 1Y | -11.2% | +45.4% | -56.7% | -20.6% |
| 3Y | +117.0% | +94.9% | +22.2% | +78.1% |
| 5Y | +93.2% | +104.0% | -10.8% | +54.0% |
| 10Y | +461.2% | +314.8% | +146.4% | +276.5% |
| All | +6,524.1% | +70,444.2% | -63,920.2% | +1,670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling