+116.7%
AXP vs S
+54.2%
+62.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | +5.0% | -10.8% | +15.8% | +6.5% |
| 3M | -4.2% | +5.4% | -9.6% | -6.1% |
| 6M | +2.9% | +41.2% | -38.3% | -5.0% |
| YTD | -11.6% | +56.2% | -67.8% | -20.8% |
| 1Y | -11.1% | +36.3% | -47.4% | -18.3% |
| 3Y | +116.7% | +49.4% | +67.3% | +112.8% |
| All | +116.7% | +54.2% | +62.5% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling