+814.8%
AXP vs TPR
+7,380.8%
-6,566.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.2% |
| 30D | -6.5% | -23.0% | +16.4% | +2.6% |
| 3M | +4.6% | -12.5% | +17.1% | +8.9% |
| 6M | +5.4% | -21.4% | +26.9% | +13.5% |
| YTD | -11.1% | -3.5% | -7.6% | -12.2% |
| 1Y | -0.3% | +17.4% | -17.7% | -9.7% |
| 3Y | +111.6% | +291.3% | -179.7% | +12.5% |
| 5Y | +117.6% | +241.9% | -124.3% | +16.7% |
| 10Y | +474.1% | +322.7% | +151.5% | +139.6% |
| All | +814.8% | +7,380.8% | -6,566.0% | +19.5% |
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