+107.4%
AXP vs S
-51.7%
+159.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.1% | +2.0% | -2.1% | -0.5% |
| 30D | +4.4% | -2.7% | +7.2% | +4.5% |
| 3M | -6.4% | -6.9% | +0.5% | -6.3% |
| 6M | +4.2% | +38.1% | -33.9% | -2.0% |
| YTD | -12.4% | +48.0% | -60.4% | -18.9% |
| 1Y | -11.1% | +34.5% | -45.6% | -16.8% |
| 3Y | +114.9% | +38.3% | +76.5% | +96.4% |
| 5Y | +87.4% | -70.9% | +158.3% | +79.5% |
| All | +107.4% | -51.7% | +159.1% | +103.8% |
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