+43.6%
GOOG vs AXP
+0.9%
+42.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -5.1% | -4.3% | -0.7% | -3.7% |
| 3M | -7.1% | +4.7% | -11.8% | -8.3% |
| 6M | +12.7% | +9.0% | +3.7% | +10.3% |
| YTD | +7.1% | -11.1% | +18.2% | +8.5% |
| 1Y | +43.6% | +1.3% | +42.3% | +41.2% |
| All | +43.6% | +0.9% | +42.7% | +41.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling