+18.9%
C vs AXP
-8.6%
+27.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.8% | -3.5% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -7.3% | +7.0% | -14.4% | -11.4% |
| 3M | -13.5% | -6.6% | -6.9% | -9.5% |
| 6M | -6.5% | +3.5% | -9.9% | -9.4% |
| YTD | +3.6% | -11.2% | +14.8% | +11.6% |
| 1Y | +18.9% | -10.2% | +29.1% | +27.2% |
| All | +18.9% | -8.6% | +27.5% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling