+6,763.5%
AXP vs SPGI
+15,311.9%
-8,548.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +0.3% |
| 7D | +4.6% | +7.2% | -2.6% | +0.5% |
| 30D | +9.7% | +23.2% | -13.5% | -2.6% |
| 3M | -3.8% | +17.0% | -20.8% | -12.4% |
| 6M | +4.8% | +20.4% | -15.6% | -6.9% |
| YTD | -9.1% | -1.9% | -7.2% | -10.4% |
| 1Y | -6.7% | +2.9% | -9.6% | -10.6% |
| 3Y | +125.2% | +36.2% | +89.0% | +82.3% |
| 5Y | +105.0% | +14.8% | +90.2% | +80.2% |
| 10Y | +481.5% | +355.1% | +126.4% | +132.3% |
| All | +6,763.5% | +15,311.9% | -8,548.4% | +355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling