+6,610.0%
AXP vs SAN
+2,116.5%
+4,493.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.1% | +1.8% | -3.9% | -2.9% |
| 30D | -6.5% | +2.0% | -8.5% | -7.4% |
| 3M | +4.6% | +19.7% | -15.1% | -4.1% |
| 6M | +5.4% | +30.6% | -25.2% | -7.8% |
| YTD | -11.1% | +28.8% | -40.0% | -22.3% |
| 1Y | -0.3% | +57.8% | -58.1% | -21.0% |
| 3Y | +111.6% | +338.1% | -226.6% | +0.9% |
| 5Y | +117.6% | +384.2% | -266.6% | -4.0% |
| 10Y | +474.1% | +353.1% | +121.0% | +146.9% |
| All | +6,610.0% | +2,116.5% | +4,493.6% | +1,420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling