+109.8%
AXP vs S
-48.9%
+158.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | -0.1% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | +5.2% | -10.5% | +15.7% | +6.5% |
| 3M | -4.6% | +9.9% | -14.5% | -6.7% |
| 6M | +3.2% | +41.8% | -38.6% | -3.2% |
| YTD | -11.3% | +56.8% | -68.1% | -18.7% |
| 1Y | -11.0% | +39.0% | -50.0% | -17.1% |
| 3Y | +120.2% | +53.8% | +66.3% | +98.5% |
| 5Y | +91.7% | -68.6% | +160.3% | +82.3% |
| All | +109.8% | -48.9% | +158.6% | +104.6% |
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