+105.0%
AXP vs SWKS
-44.6%
+149.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.0% |
| 7D | +4.6% | -4.9% | +9.5% | +6.0% |
| 30D | +9.7% | -1.2% | +10.9% | +9.9% |
| 3M | -3.8% | +24.2% | -27.9% | -11.1% |
| 6M | +4.8% | +21.5% | -16.7% | -4.8% |
| YTD | -9.1% | +33.5% | -42.6% | -20.8% |
| 1Y | -6.7% | +18.9% | -25.6% | -15.4% |
| 3Y | +125.2% | +0.4% | +124.8% | +99.2% |
| 5Y | +105.0% | -44.3% | +149.3% | +116.6% |
| All | +105.0% | -44.6% | +149.5% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 5y: compounded portfolio wealth divided by compounded SWKS 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…
5y analysis · Full analysis span regression · 6 months rolling