+155.5%
GE vs AXP
+449.9%
-294.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.4% |
| 7D | +7.1% | +0.6% | +6.5% | +6.8% |
| 30D | +6.5% | +5.8% | +0.6% | +2.9% |
| 3M | -13.6% | -6.0% | -7.6% | -10.4% |
| 6M | +6.0% | +0.3% | +5.7% | +5.3% |
| YTD | +5.4% | -12.3% | +17.6% | +12.3% |
| 1Y | +6.5% | -11.2% | +17.7% | +12.4% |
| 3Y | +268.6% | +117.0% | +151.6% | +116.7% |
| 5Y | +389.0% | +93.2% | +295.9% | +198.0% |
| All | +155.5% | +449.9% | -294.4% | -10.5% |
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