+34.5%
BABA vs AXP
+120.3%
-85.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.1% |
| 7D | +8.6% | +0.4% | +8.2% | +8.5% |
| 30D | -1.1% | +7.0% | -8.1% | -2.5% |
| 3M | -15.9% | -6.6% | -9.3% | -14.9% |
| 6M | -17.5% | +3.5% | -21.0% | -18.5% |
| YTD | -25.6% | -11.2% | -14.4% | -24.3% |
| 1Y | -33.8% | -10.2% | -23.7% | -32.9% |
| All | +34.5% | +120.3% | -85.7% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling