+8,808.3%
AXP vs SPY
+2,945.2%
+5,863.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | +3.5% |
| 7D | +0.4% | -4.7% | +5.1% | +6.8% |
| 30D | +7.0% | -5.9% | +13.0% | +15.7% |
| 3M | -6.6% | -4.5% | -2.1% | -1.0% |
| 6M | +3.5% | +1.8% | +1.7% | +0.5% |
| YTD | -11.2% | +8.3% | -19.5% | -20.6% |
| 1Y | -10.2% | +9.3% | -19.5% | -20.7% |
| 3Y | +120.0% | +74.9% | +45.2% | +5.1% |
| 5Y | +95.6% | +67.3% | +28.3% | -0.8% |
| 10Y | +468.1% | +311.6% | +156.6% | -10.2% |
| All | +8,808.3% | +2,945.2% | +5,863.1% | +63.9% |
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