+440.3%
AXP vs SYY
+92.1%
+348.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | -0.1% |
| 7D | -1.1% | -4.1% | +3.0% | +0.8% |
| 30D | +5.2% | +0.3% | +4.9% | +4.5% |
| 3M | -4.6% | -6.3% | +1.8% | -1.6% |
| 6M | +3.2% | +9.7% | -6.5% | -3.3% |
| YTD | -11.3% | +9.4% | -20.8% | -19.2% |
| 1Y | -11.0% | +7.3% | -18.3% | -17.9% |
| 3Y | +120.2% | +27.6% | +92.5% | +77.9% |
| 5Y | +91.7% | +12.5% | +79.2% | +66.6% |
| 10Y | +440.3% | +87.4% | +352.9% | +242.9% |
| All | +440.3% | +92.1% | +348.3% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling