-11.4%
F vs AXP
+96.1%
-107.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.3% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +2.0% | +7.0% | -5.0% | -2.1% |
| 3M | -10.4% | -6.6% | -3.8% | -6.7% |
| 6M | +9.7% | +3.5% | +6.3% | +6.6% |
| YTD | -1.2% | -11.2% | +10.0% | +4.7% |
| 1Y | 0.0% | -10.2% | +10.2% | +5.1% |
| 3Y | +41.1% | +120.0% | -79.0% | -22.3% |
| 5Y | -11.4% | +95.6% | -107.0% | -48.3% |
| All | -11.4% | +96.1% | -107.6% | -48.3% |
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