+110.3%
AXP vs S
-56.8%
+167.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.1% | -7.7% | +5.6% | -1.0% |
| 30D | -6.5% | -5.3% | -1.2% | -6.1% |
| 3M | +4.6% | +20.3% | -15.6% | +1.3% |
| 6M | +5.4% | +47.4% | -41.9% | -1.6% |
| YTD | -11.1% | +32.5% | -43.7% | -15.9% |
| 1Y | -0.3% | +9.5% | -9.8% | -3.3% |
| 3Y | +111.6% | +15.5% | +96.1% | +99.3% |
| 5Y | +117.6% | -71.2% | +188.8% | +113.7% |
| All | +110.3% | -56.8% | +167.1% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling