+8,813.3%
AXP vs SPY
+3,091.8%
+5,721.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -6.5% | +0.1% | -6.6% | -6.6% |
| 3M | +4.6% | +2.0% | +2.7% | +1.7% |
| 6M | +5.4% | +13.0% | -7.6% | -10.7% |
| YTD | -11.1% | +13.5% | -24.7% | -25.1% |
| 1Y | -0.3% | +20.0% | -20.3% | -21.9% |
| 3Y | +111.6% | +77.2% | +34.4% | -0.4% |
| 5Y | +117.6% | +81.9% | +35.7% | -1.0% |
| 10Y | +474.1% | +314.1% | +160.1% | -9.7% |
| All | +8,813.3% | +3,091.8% | +5,721.5% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling