+3.6%
GOOG vs AXP
-6.4%
+10.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.6% |
| 7D | -10.7% | +4.6% | -15.4% | -12.1% |
| 30D | -16.4% | +9.7% | -26.2% | -19.1% |
| 3M | -23.4% | -3.8% | -19.6% | -22.5% |
| 6M | -24.2% | +4.8% | -29.0% | -25.5% |
| YTD | -8.3% | -9.1% | +0.8% | -8.2% |
| 1Y | +3.6% | -6.7% | +10.3% | +2.8% |
| All | +3.6% | -6.4% | +10.0% | +2.8% |
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