+6,369.4%
AXP vs SPG
+5,756.7%
+612.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -6.6% | +1.9% | -8.5% | -7.6% |
| 6M | +3.5% | +14.4% | -11.0% | -4.1% |
| YTD | -11.2% | +26.5% | -37.7% | -22.2% |
| 1Y | -10.2% | +30.7% | -40.8% | -22.6% |
| 3Y | +120.0% | +122.6% | -2.6% | +41.3% |
| 5Y | +95.6% | +73.3% | +22.2% | +41.7% |
| 10Y | +468.1% | +111.1% | +357.0% | +217.5% |
| All | +6,369.4% | +5,756.7% | +612.7% | +827.1% |
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