+44.6%
GOOG vs AXP
+1.4%
+43.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -2.1% | -2.1% | 0.0% | -1.5% |
| 30D | -6.8% | -6.5% | -0.3% | -4.9% |
| 3M | -9.1% | +4.6% | -13.7% | -10.2% |
| 6M | +10.7% | +5.4% | +5.3% | +9.0% |
| YTD | +7.1% | -11.1% | +18.2% | +8.4% |
| 1Y | +44.6% | -0.3% | +44.9% | +42.5% |
| All | +44.6% | +1.4% | +43.2% | +42.5% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling