+424.9%
AXP vs SYY
+87.3%
+337.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +3.7% | -2.2% | +6.0% | +4.5% |
| 3M | -4.9% | -8.0% | +3.1% | -0.9% |
| 6M | +4.1% | +7.5% | -3.4% | -1.4% |
| YTD | -11.7% | +7.4% | -19.1% | -18.6% |
| 1Y | -11.7% | +4.9% | -16.6% | -17.5% |
| 3Y | +116.5% | +24.1% | +92.4% | +77.8% |
| 5Y | +89.5% | +13.4% | +76.1% | +63.7% |
| 10Y | +424.9% | +87.5% | +337.4% | +232.0% |
| All | +424.9% | +87.3% | +337.6% | +232.0% |
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