+407.0%
AXP vs TECH
+187.9%
+219.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | +4.4% | +0.5% | +3.9% | +4.3% |
| 3M | -6.4% | +1.1% | -7.5% | -6.7% |
| 6M | +4.2% | +62.8% | -58.7% | -11.5% |
| YTD | -12.4% | +24.5% | -36.8% | -20.3% |
| 1Y | -11.1% | +20.6% | -31.8% | -18.4% |
| 3Y | +114.9% | +29.5% | +85.4% | +82.6% |
| 5Y | +87.4% | -40.9% | +128.3% | +105.6% |
| All | +407.0% | +187.9% | +219.1% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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