+6,610.0%
AXP vs SO
+5,976.4%
+633.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -2.1% | -0.2% | -2.0% | -2.0% |
| 30D | -6.5% | -4.6% | -2.0% | -4.5% |
| 3M | +4.6% | -3.0% | +7.7% | +5.9% |
| 6M | +5.4% | -8.3% | +13.7% | +9.2% |
| YTD | -11.1% | +3.5% | -14.6% | -13.6% |
| 1Y | -0.3% | -0.9% | +0.6% | -1.2% |
| 3Y | +111.6% | +45.4% | +66.2% | +68.8% |
| 5Y | +117.6% | +59.6% | +58.0% | +62.5% |
| 10Y | +474.1% | +156.6% | +317.5% | +231.1% |
| All | +6,610.0% | +5,976.4% | +633.7% | +745.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling