+114.5%
AXP vs SNY
+7.6%
+107.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.5% | -3.6% | +1.2% | -1.7% |
| 30D | -5.0% | -1.4% | -3.6% | -4.8% |
| 3M | +1.4% | -4.2% | +5.6% | +2.1% |
| 6M | +6.0% | +2.0% | +4.0% | +5.4% |
| YTD | -12.3% | -6.7% | -5.6% | -11.3% |
| 1Y | +0.3% | -4.7% | +5.0% | +0.8% |
| 3Y | +111.7% | -8.1% | +119.8% | +110.4% |
| 5Y | +114.5% | +8.2% | +106.3% | +93.6% |
| All | +114.5% | +7.6% | +107.0% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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