+6,290.2%
AXP vs SPG
+5,805.1%
+485.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.7% |
| 7D | +0.6% | +4.9% | -4.3% | -1.9% |
| 30D | +5.8% | +15.6% | -9.8% | -2.1% |
| 3M | -6.0% | +4.1% | -10.1% | -8.1% |
| 6M | +0.3% | +13.6% | -13.3% | -6.7% |
| YTD | -12.3% | +27.5% | -39.8% | -23.5% |
| 1Y | -11.2% | +32.2% | -43.5% | -24.0% |
| 3Y | +117.0% | +126.0% | -9.0% | +38.3% |
| 5Y | +93.2% | +74.7% | +18.4% | +39.3% |
| 10Y | +461.2% | +112.8% | +348.3% | +212.2% |
| All | +6,290.2% | +5,805.1% | +485.1% | +811.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling