+403.0%
AXP vs SPY
+308.5%
+94.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -2.1% | +3.3% | -5.4% | -6.1% |
| 30D | +2.7% | -2.7% | +5.3% | +6.0% |
| 3M | -7.3% | -1.7% | -5.5% | -5.5% |
| 6M | +1.8% | +3.1% | -1.3% | -2.7% |
| YTD | -13.1% | +11.9% | -25.0% | -25.2% |
| 1Y | -13.7% | +12.0% | -25.7% | -25.8% |
| 3Y | +113.1% | +78.2% | +34.9% | +1.5% |
| 5Y | +85.9% | +73.2% | +12.7% | -7.5% |
| All | +403.0% | +308.5% | +94.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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