+120.2%
AXP vs SPYG
+92.9%
+27.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.9% |
| 7D | -1.1% | 0.0% | -1.1% | -1.3% |
| 30D | +5.2% | -8.4% | +13.6% | +12.0% |
| 3M | -4.6% | -6.2% | +1.7% | -0.3% |
| 6M | +3.2% | -1.8% | +5.0% | +3.5% |
| YTD | -11.3% | +8.4% | -19.7% | -18.1% |
| 1Y | -11.0% | +10.1% | -21.1% | -18.9% |
| 3Y | +120.2% | +94.9% | +25.2% | +35.6% |
| All | +120.2% | +92.9% | +27.2% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling