+153.1%
GE vs AXP
+474.4%
-321.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | -1.6% | -2.1% | +0.5% | -0.4% |
| 30D | -11.6% | -6.5% | -5.0% | -8.0% |
| 3M | +3.0% | +4.6% | -1.6% | 0.0% |
| 6M | -0.5% | +5.4% | -5.9% | -4.0% |
| YTD | +9.7% | -11.1% | +20.9% | +16.1% |
| 1Y | +20.0% | -0.3% | +20.3% | +17.6% |
| 3Y | +275.8% | +111.6% | +164.3% | +125.6% |
| 5Y | +429.1% | +117.6% | +311.5% | +199.2% |
| All | +153.1% | +474.4% | -321.3% | -7.1% |
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