+762.7%
AXTI vs AXP
+418.6%
+344.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.4% |
| 7D | +7.6% | -0.1% | +7.7% | +7.8% |
| 30D | -32.1% | +4.4% | -36.5% | -33.8% |
| 3M | -46.0% | -6.4% | -39.6% | -44.3% |
| 6M | -65.7% | +4.2% | -69.8% | -67.0% |
| YTD | +155.9% | -12.4% | +168.3% | +170.2% |
| 1Y | +300.8% | -11.1% | +311.9% | +319.2% |
| 3Y | +1,981.6% | +114.9% | +1,866.7% | +1,223.5% |
| 5Y | +359.3% | +87.4% | +271.9% | +210.7% |
| All | +762.7% | +418.6% | +344.1% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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