-6.7%
AXP vs SAN
+23.5%
-30.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.3% | 0.0% |
| 7D | +4.6% | +4.5% | +0.1% | +3.0% |
| 30D | +9.7% | -12.1% | +21.8% | +14.4% |
| 3M | -3.8% | -15.6% | +11.8% | +1.7% |
| 6M | +4.8% | +5.8% | -1.0% | +1.9% |
| YTD | -9.1% | +5.5% | -14.5% | -12.9% |
| 1Y | -6.7% | +23.6% | -30.3% | -18.5% |
| All | -6.7% | +23.5% | -30.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling