+6,763.5%
AXP vs SO
+6,321.9%
+441.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +4.6% | +1.7% | +2.9% | +3.7% |
| 30D | +9.7% | +11.1% | -1.4% | +4.2% |
| 3M | -3.8% | +0.7% | -4.5% | -4.3% |
| 6M | +4.8% | -1.4% | +6.2% | +4.9% |
| YTD | -9.1% | +9.4% | -18.5% | -14.1% |
| 1Y | -6.7% | +3.7% | -10.4% | -9.6% |
| 3Y | +125.2% | +46.7% | +78.5% | +79.1% |
| 5Y | +105.0% | +78.9% | +26.1% | +44.6% |
| 10Y | +481.5% | +180.3% | +301.1% | +221.0% |
| All | +6,763.5% | +6,321.9% | +441.6% | +741.2% |
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