+207.0%
C vs AXP
+418.6%
-211.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | +4.2% | -0.1% | +4.3% | +4.3% |
| 30D | +2.0% | +4.4% | -2.5% | -1.5% |
| 3M | -10.1% | -6.4% | -3.7% | -5.6% |
| 6M | +1.0% | +4.2% | -3.2% | -2.8% |
| YTD | +8.5% | -12.4% | +20.8% | +18.9% |
| 1Y | +25.7% | -11.1% | +36.8% | +36.1% |
| 3Y | +216.0% | +114.9% | +101.1% | +70.1% |
| 5Y | +112.3% | +87.4% | +24.9% | +21.1% |
| All | +207.0% | +418.6% | -211.6% | -24.2% |
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