+118.1%
AXP vs SIRI
-43.1%
+161.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -6.5% | -4.7% | -1.8% | -5.8% |
| 3M | +4.6% | +5.3% | -0.6% | +3.6% |
| 6M | +5.4% | +30.5% | -25.1% | +0.3% |
| YTD | -11.1% | +49.6% | -60.8% | -17.6% |
| 1Y | -0.3% | +28.5% | -28.8% | -5.3% |
| 3Y | +111.6% | -27.5% | +139.0% | +111.5% |
| All | +118.1% | -43.1% | +161.2% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling