+107.6%
AXP vs S
-52.7%
+160.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.5% |
| 7D | +0.6% | -13.4% | +14.0% | +2.5% |
| 30D | +5.8% | -14.0% | +19.8% | +7.7% |
| 3M | -6.0% | +4.9% | -10.9% | -7.5% |
| 6M | +0.3% | +42.0% | -41.7% | -6.1% |
| YTD | -12.3% | +45.1% | -57.4% | -18.6% |
| 1Y | -11.2% | +33.1% | -44.3% | -16.8% |
| 3Y | +117.0% | +40.6% | +76.4% | +98.1% |
| 5Y | +93.2% | -67.5% | +160.6% | +86.2% |
| All | +107.6% | -52.7% | +160.3% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling