+448.7%
AXP vs SO
+177.2%
+271.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.8% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | +5.8% | +8.1% | -2.2% | +2.1% |
| 3M | -6.0% | +0.2% | -6.2% | -6.3% |
| 6M | +0.3% | +0.4% | -0.1% | -0.4% |
| YTD | -12.3% | +8.5% | -20.8% | -16.5% |
| 1Y | -11.2% | +4.9% | -16.2% | -14.3% |
| 3Y | +117.0% | +47.9% | +69.1% | +70.8% |
| 5Y | +93.2% | +75.7% | +17.5% | +34.7% |
| All | +448.7% | +177.2% | +271.5% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling