+5,579.8%
AXP vs SIRI
-17.3%
+5,597.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | -2.1% | +1.6% | -3.7% | -2.3% |
| 30D | -6.5% | -4.7% | -1.8% | -6.2% |
| 3M | +4.6% | +5.3% | -0.6% | +4.1% |
| 6M | +5.4% | +30.5% | -25.1% | +2.8% |
| YTD | -11.1% | +49.6% | -60.8% | -14.4% |
| 1Y | -0.3% | +28.5% | -28.8% | -2.8% |
| 3Y | +111.6% | -27.5% | +139.0% | +113.1% |
| 5Y | +117.6% | -44.7% | +162.2% | +121.6% |
| 10Y | +474.1% | -12.6% | +486.7% | +466.1% |
| All | +5,579.8% | -17.3% | +5,597.1% | +4,528.8% |
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