+6,606.2%
AXP vs SAN
+1,705.1%
+4,901.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | +3.5% | -3.1% | -1.3% |
| 30D | +7.0% | -13.2% | +20.2% | +13.8% |
| 3M | -6.6% | -16.9% | +10.4% | +1.2% |
| 6M | +3.5% | +2.3% | +1.1% | +1.2% |
| YTD | -11.2% | +4.9% | -16.1% | -15.1% |
| 1Y | -10.2% | +20.4% | -30.6% | -19.5% |
| 3Y | +120.0% | +243.2% | -123.2% | +17.2% |
| 5Y | +95.6% | +275.3% | -179.7% | -3.2% |
| 10Y | +468.1% | +254.0% | +214.1% | +172.8% |
| All | +6,606.2% | +1,705.1% | +4,901.1% | +1,561.4% |
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