-33.4%
BABA vs AXP
+91.8%
-125.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -7.8% | +5.0% | -12.7% | -9.5% |
| 3M | -22.4% | -4.2% | -18.1% | -21.3% |
| 6M | -26.0% | +2.9% | -28.9% | -27.4% |
| YTD | -29.3% | -11.6% | -17.7% | -26.7% |
| 1Y | -37.5% | -11.1% | -26.4% | -35.6% |
| 3Y | +31.9% | +116.7% | -84.8% | -14.6% |
| 5Y | -33.4% | +89.6% | -123.0% | -54.9% |
| All | -33.4% | +91.8% | -125.2% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling