-11.1%
AXP vs XRT
+12.7%
-23.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.1% | +1.7% | -1.9% | -1.1% |
| 30D | +4.4% | +7.5% | -3.1% | 0.0% |
| 3M | -6.4% | +2.2% | -8.6% | -7.7% |
| 6M | +4.2% | +14.7% | -10.5% | -5.1% |
| YTD | -12.4% | +7.5% | -19.9% | -16.5% |
| 1Y | -11.1% | +14.1% | -25.2% | -19.2% |
| All | -11.1% | +12.7% | -23.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling