+114.9%
AXP vs SITM
+318.4%
-203.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.3% |
| 7D | -0.1% | +6.6% | -6.7% | -0.8% |
| 30D | +4.4% | -15.3% | +19.8% | +5.7% |
| 3M | -6.4% | -35.4% | +29.0% | -3.1% |
| 6M | +4.2% | -46.8% | +50.9% | +9.1% |
| YTD | -12.4% | +25.9% | -38.2% | -20.6% |
| 1Y | -11.1% | +54.0% | -65.1% | -22.1% |
| 3Y | +114.9% | +315.6% | -200.7% | +55.5% |
| All | +114.9% | +318.4% | -203.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling