+5,507.0%
AXP vs SIRI
-6.9%
+5,513.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.1% |
| 7D | +0.6% | +12.6% | -12.0% | -0.5% |
| 30D | +5.8% | +25.9% | -20.1% | +3.7% |
| 3M | -6.0% | +10.3% | -16.3% | -6.9% |
| 6M | +0.3% | +24.8% | -24.5% | -1.7% |
| YTD | -12.3% | +68.6% | -80.9% | -16.4% |
| 1Y | -11.2% | +55.9% | -67.1% | -14.8% |
| 3Y | +117.0% | -22.3% | +139.4% | +117.7% |
| 5Y | +93.2% | -38.6% | +131.8% | +95.0% |
| 10Y | +461.2% | -0.6% | +461.8% | +447.2% |
| All | +5,507.0% | -6.9% | +5,513.9% | +4,421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling