+448.7%
AXP vs SPGI
+333.9%
+114.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +5.8% | +18.4% | -12.5% | -5.0% |
| 3M | -6.0% | +15.7% | -21.7% | -14.8% |
| 6M | +0.3% | +17.3% | -17.0% | -10.7% |
| YTD | -12.3% | -4.7% | -7.5% | -11.9% |
| 1Y | -11.2% | +1.8% | -13.1% | -14.9% |
| 3Y | +117.0% | +31.7% | +85.3% | +72.0% |
| 5Y | +93.2% | +12.1% | +81.1% | +67.5% |
| All | +448.7% | +333.9% | +114.8% | +105.8% |
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