+6,763.5%
AXP vs SWKS
+9,318.3%
-2,554.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.6% |
| 7D | +4.6% | -4.9% | +9.5% | +5.3% |
| 30D | +9.7% | -1.2% | +10.9% | +9.8% |
| 3M | -3.8% | +24.2% | -27.9% | -7.3% |
| 6M | +4.8% | +21.5% | -16.7% | +0.4% |
| YTD | -9.1% | +33.5% | -42.6% | -14.3% |
| 1Y | -6.7% | +18.9% | -25.6% | -10.6% |
| 3Y | +125.2% | +0.4% | +124.8% | +117.2% |
| 5Y | +105.0% | -44.3% | +149.3% | +113.0% |
| 10Y | +481.5% | +37.1% | +444.3% | +429.3% |
| All | +6,763.5% | +9,318.3% | -2,554.9% | +3,109.9% |
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