+95.6%
AXP vs SO
+78.6%
+16.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +7.0% | +9.2% | -2.2% | +5.4% |
| 3M | -6.6% | +1.1% | -7.7% | -6.8% |
| 6M | +3.5% | -1.1% | +4.5% | +3.5% |
| YTD | -11.2% | +9.7% | -20.8% | -13.3% |
| 1Y | -10.2% | +5.5% | -15.6% | -11.5% |
| 3Y | +120.0% | +47.0% | +73.0% | +92.6% |
| 5Y | +95.6% | +77.6% | +18.0% | +54.1% |
| All | +95.6% | +78.6% | +16.9% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling