+835.7%
AXP vs TPR
+7,574.9%
-6,739.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +0.8% |
| 7D | +4.6% | +12.6% | -8.0% | -0.3% |
| 30D | +9.7% | +7.1% | +2.6% | +6.7% |
| 3M | -3.8% | -19.4% | +15.6% | +3.4% |
| 6M | +4.8% | -9.7% | +14.5% | +6.7% |
| YTD | -9.1% | -1.0% | -8.1% | -11.4% |
| 1Y | -6.7% | +19.3% | -26.0% | -16.1% |
| 3Y | +125.2% | +379.0% | -253.8% | +10.2% |
| 5Y | +105.0% | +239.1% | -134.1% | +10.5% |
| 10Y | +481.5% | +364.0% | +117.4% | +133.3% |
| All | +835.7% | +7,574.9% | -6,739.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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