+265.0%
C vs AXP
+110.9%
+154.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.5% |
| 7D | +3.6% | -2.1% | +5.7% | +5.2% |
| 30D | +0.1% | -6.5% | +6.6% | +5.0% |
| 3M | +2.4% | +4.6% | -2.2% | -1.3% |
| 6M | +24.9% | +5.4% | +19.5% | +19.4% |
| YTD | +19.8% | -11.1% | +30.9% | +29.5% |
| 1Y | +44.9% | -0.3% | +45.2% | +43.5% |
| All | +265.0% | +110.9% | +154.1% | +133.2% |
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 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