+116.7%
AXP vs SPGI
+31.5%
+85.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | -0.6% | +1.6% | -2.2% | -1.3% |
| 30D | +5.0% | +16.1% | -11.1% | -1.9% |
| 3M | -4.2% | +15.5% | -19.7% | -10.6% |
| 6M | +2.9% | +19.6% | -16.7% | -6.1% |
| YTD | -11.6% | -3.6% | -8.0% | -10.2% |
| 1Y | -11.1% | +2.2% | -13.3% | -13.1% |
| 3Y | +116.7% | +30.1% | +86.6% | +83.1% |
| All | +116.7% | +31.5% | +85.2% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling