+710.1%
GOOG vs AXP
+414.5%
+295.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | +4.8% | -2.1% | +7.0% | +5.7% |
| 30D | -15.5% | +2.7% | -18.2% | -16.6% |
| 3M | -13.7% | -7.3% | -6.4% | -11.2% |
| 6M | -23.0% | +1.8% | -24.7% | -23.8% |
| YTD | -5.7% | -13.1% | +7.4% | -1.2% |
| 1Y | +3.0% | -13.7% | +16.7% | +8.2% |
| 3Y | +122.4% | +113.1% | +9.3% | +56.4% |
| 5Y | +99.2% | +85.9% | +13.3% | +45.4% |
| All | +710.1% | +414.5% | +295.6% | +297.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling