+160.3%
GE vs AXP
+422.7%
-262.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +4.0% | -2.9% | +6.9% | +5.9% |
| 30D | +11.1% | +3.7% | +7.3% | +8.7% |
| 3M | -6.7% | -4.9% | -1.8% | -4.0% |
| 6M | +14.3% | +4.1% | +10.2% | +11.1% |
| YTD | +11.7% | -11.7% | +23.4% | +18.6% |
| 1Y | +10.9% | -11.7% | +22.6% | +17.5% |
| 3Y | +279.0% | +116.5% | +162.5% | +123.1% |
| 5Y | +427.0% | +89.5% | +337.5% | +225.4% |
| All | +160.3% | +422.7% | -262.4% | -6.8% |
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 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