+2,689.6%
GE vs AXP
+6,654.6%
-3,965.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +1.7% | +7.0% | -5.3% | -1.5% |
| 3M | -17.3% | -6.6% | -10.7% | -14.6% |
| 6M | +10.1% | +3.5% | +6.6% | +8.1% |
| YTD | +2.6% | -11.2% | +13.8% | +7.5% |
| 1Y | +3.7% | -10.2% | +13.9% | +7.9% |
| 3Y | +268.3% | +120.0% | +148.3% | +144.2% |
| 5Y | +376.2% | +95.6% | +280.6% | +227.0% |
| 10Y | +156.4% | +468.1% | -311.8% | +5.2% |
| All | +2,689.6% | +6,654.6% | -3,965.0% | +318.0% |
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