+635.3%
GOOG vs AXP
+453.0%
+182.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | -17.8% | +5.2% | -23.0% | -19.6% |
| 3M | -19.0% | -4.6% | -14.5% | -17.7% |
| 6M | -27.9% | +3.2% | -31.1% | -29.1% |
| YTD | -8.7% | -11.3% | +2.7% | -5.0% |
| 1Y | +2.5% | -11.0% | +13.5% | +6.3% |
| 3Y | +119.2% | +120.2% | -0.9% | +52.4% |
| 5Y | +93.4% | +91.7% | +1.7% | +39.7% |
| 10Y | +635.3% | +440.3% | +195.0% | +288.3% |
| All | +635.3% | +453.0% | +182.3% | +288.3% |
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