+632.6%
GOOG vs AXP
+449.9%
+182.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +2.1% | +0.6% | +1.5% | +1.8% |
| 30D | -18.3% | +5.8% | -24.1% | -20.3% |
| 3M | -20.3% | -6.0% | -14.3% | -18.5% |
| 6M | -28.1% | +0.3% | -28.4% | -28.4% |
| YTD | -9.3% | -12.3% | +2.9% | -5.3% |
| 1Y | -0.2% | -11.2% | +11.0% | +3.5% |
| 3Y | +118.0% | +117.0% | +1.0% | +52.6% |
| 5Y | +92.1% | +93.2% | -1.1% | +38.3% |
| All | +632.6% | +449.9% | +182.6% | +303.1% |
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