+440.3%
AXP vs TECH
+204.1%
+236.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +5.2% | +0.5% | +4.7% | +5.1% |
| 3M | -4.6% | +0.9% | -5.4% | -4.8% |
| 6M | +3.2% | +51.0% | -47.8% | -10.2% |
| YTD | -11.3% | +24.4% | -35.7% | -19.4% |
| 1Y | -11.0% | +27.6% | -38.6% | -19.9% |
| 3Y | +120.2% | +29.9% | +90.2% | +86.8% |
| 5Y | +91.7% | -40.6% | +132.4% | +110.0% |
| 10Y | +440.3% | +196.7% | +243.6% | +193.5% |
| All | +440.3% | +204.1% | +236.2% | +193.5% |
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