+6,606.2%
AXP vs SWKS
+9,124.1%
-2,517.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | +0.4% | -9.2% | +9.6% | +1.7% |
| 30D | +7.0% | -1.9% | +8.9% | +7.2% |
| 3M | -6.6% | +21.2% | -27.8% | -9.7% |
| 6M | +3.5% | +12.9% | -9.4% | +0.2% |
| YTD | -11.2% | +30.7% | -41.9% | -16.0% |
| 1Y | -10.2% | +14.1% | -24.3% | -13.4% |
| 3Y | +120.0% | -1.7% | +121.7% | +112.9% |
| 5Y | +95.6% | -43.0% | +138.6% | +102.7% |
| 10Y | +468.1% | +34.3% | +433.8% | +418.7% |
| All | +6,606.2% | +9,124.1% | -2,517.9% | +3,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling