+120.2%
AXP vs XRT
+58.4%
+61.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.6% | -1.5% |
| 7D | -1.1% | +2.5% | -3.6% | -2.9% |
| 30D | +5.2% | +10.3% | -5.1% | -1.8% |
| 3M | -4.6% | +2.4% | -6.9% | -6.3% |
| 6M | +3.2% | +10.0% | -6.8% | -4.0% |
| YTD | -11.3% | +9.5% | -20.9% | -17.4% |
| 1Y | -11.0% | +17.2% | -28.2% | -21.0% |
| 3Y | +120.2% | +62.0% | +58.2% | +63.8% |
| All | +120.2% | +58.4% | +61.8% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling