+512.8%
F vs AXP
+6,654.6%
-6,141.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | 0.0% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +2.0% | +7.0% | -5.0% | -1.3% |
| 3M | -10.4% | -6.6% | -3.8% | -7.4% |
| 6M | +9.7% | +3.5% | +6.3% | +7.3% |
| YTD | -1.2% | -11.2% | +10.0% | +3.5% |
| 1Y | 0.0% | -10.2% | +10.2% | +4.2% |
| 3Y | +41.1% | +120.0% | -79.0% | -6.0% |
| 5Y | -11.4% | +95.6% | -107.0% | -37.8% |
| 10Y | +85.0% | +468.1% | -383.2% | -22.5% |
| All | +512.8% | +6,654.6% | -6,141.8% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling