+119.7%
AXP vs SPG
+122.7%
-3.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | +0.4% | +5.0% | -4.6% | -2.2% |
| 30D | +7.0% | +12.3% | -5.3% | +0.5% |
| 3M | -6.6% | +1.9% | -8.5% | -7.6% |
| 6M | +3.5% | +14.4% | -11.0% | -4.5% |
| YTD | -11.2% | +26.5% | -37.7% | -22.9% |
| 1Y | -10.2% | +30.7% | -40.8% | -23.4% |
| All | +119.7% | +122.7% | -3.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling