-6.7%
AXP vs S
+36.5%
-43.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.0% |
| 7D | +4.6% | -8.2% | +12.8% | +5.3% |
| 30D | +9.7% | -7.6% | +17.4% | +10.3% |
| 3M | -3.8% | +12.0% | -15.7% | -5.5% |
| 6M | +4.8% | +50.6% | -45.8% | -1.3% |
| YTD | -9.1% | +56.6% | -65.7% | -16.4% |
| 1Y | -6.7% | +39.2% | -45.9% | -13.1% |
| All | -6.7% | +36.5% | -43.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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