+6,373.1%
AXP vs SPG
+5,256.9%
+1,116.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -2.1% | -2.4% | +0.3% | -0.9% |
| 30D | -6.5% | -6.8% | +0.3% | -3.0% |
| 3M | +4.6% | +2.7% | +2.0% | +2.9% |
| 6M | +5.4% | +5.5% | 0.0% | +1.9% |
| YTD | -11.1% | +15.7% | -26.8% | -18.3% |
| 1Y | -0.3% | +20.9% | -21.2% | -10.6% |
| 3Y | +111.6% | +112.4% | -0.8% | +39.3% |
| 5Y | +117.6% | +101.4% | +16.2% | +45.4% |
| 10Y | +474.1% | +60.6% | +413.5% | +270.9% |
| All | +6,373.1% | +5,256.9% | +1,116.2% | +873.4% |
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