+773.3%
GOOG vs AXP
+465.7%
+307.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | -5.1% | -4.3% | -0.7% | -3.4% |
| 3M | -7.1% | +4.7% | -11.8% | -8.9% |
| 6M | +12.7% | +9.0% | +3.7% | +8.6% |
| YTD | +7.1% | -11.1% | +18.2% | +11.4% |
| 1Y | +43.6% | +1.3% | +42.3% | +41.2% |
| 3Y | +146.8% | +114.5% | +32.3% | +74.4% |
| 5Y | +133.7% | +118.0% | +15.6% | +60.9% |
| 10Y | +773.3% | +464.9% | +308.4% | +349.9% |
| All | +773.3% | +465.7% | +307.6% | +349.9% |
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 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