+436.6%
GE vs AXP
+118.2%
+318.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -1.6% | -2.1% | +0.5% | -0.6% |
| 30D | -11.6% | -6.5% | -5.0% | -8.5% |
| 3M | +3.0% | +4.6% | -1.6% | +0.5% |
| 6M | -0.5% | +5.4% | -5.9% | -3.4% |
| YTD | +9.7% | -11.1% | +20.9% | +15.2% |
| 1Y | +20.0% | -0.3% | +20.3% | +18.0% |
| 3Y | +275.8% | +111.6% | +164.3% | +145.2% |
| All | +436.6% | +118.2% | +318.4% | +230.1% |
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 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