+89.6%
AXP vs SPGI
+11.1%
+78.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +5.8% | +18.4% | -12.5% | -3.2% |
| 3M | -6.0% | +15.7% | -21.7% | -13.3% |
| 6M | +0.3% | +17.3% | -17.0% | -8.8% |
| YTD | -12.3% | -4.7% | -7.5% | -11.2% |
| 1Y | -11.2% | +1.8% | -13.1% | -13.9% |
| 3Y | +117.0% | +31.7% | +85.3% | +78.5% |
| All | +89.6% | +11.1% | +78.4% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling