+3.0%
GOOG vs AXP
-13.3%
+16.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | +4.8% | -2.1% | +7.0% | +5.5% |
| 30D | -15.5% | +2.7% | -18.2% | -16.4% |
| 3M | -13.7% | -7.3% | -6.4% | -11.6% |
| 6M | -23.0% | +1.8% | -24.7% | -23.6% |
| YTD | -5.7% | -13.1% | +7.4% | -4.3% |
| 1Y | +3.0% | -13.7% | +16.7% | +5.0% |
| All | +3.0% | -13.3% | +16.4% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling