+21.8%
GLW vs AXP
-11.3%
+33.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -13.9% | +0.6% | -14.5% | -13.9% |
| 30D | -35.0% | +5.8% | -40.8% | -35.3% |
| 3M | -32.4% | -6.0% | -26.3% | -31.6% |
| 6M | -41.3% | +0.3% | -41.6% | -41.4% |
| YTD | +21.8% | -12.3% | +34.1% | +22.7% |
| 1Y | +21.8% | -11.2% | +33.1% | +21.9% |
| All | +21.8% | -11.3% | +33.2% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling