+455.5%
AXP vs SPGI
+338.2%
+117.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.1% |
| 7D | +0.4% | +2.6% | -2.2% | -1.2% |
| 30D | +7.0% | +19.3% | -12.2% | -4.4% |
| 3M | -6.6% | +15.5% | -22.1% | -15.2% |
| 6M | +3.5% | +18.3% | -14.9% | -8.4% |
| YTD | -11.2% | -3.8% | -7.4% | -11.3% |
| 1Y | -10.2% | +1.3% | -11.5% | -13.5% |
| 3Y | +120.0% | +33.6% | +86.4% | +72.8% |
| 5Y | +95.6% | +13.2% | +82.4% | +68.5% |
| All | +455.5% | +338.2% | +117.3% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling