+132.6%
GOOG vs AXP
+118.2%
+14.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | -6.8% | -6.5% | -0.3% | -4.2% |
| 3M | -9.1% | +4.6% | -13.7% | -11.0% |
| 6M | +10.7% | +5.4% | +5.3% | +8.0% |
| YTD | +7.1% | -11.1% | +18.2% | +11.6% |
| 1Y | +44.6% | -0.3% | +44.9% | +42.7% |
| 3Y | +147.4% | +111.6% | +35.9% | +68.1% |
| All | +132.6% | +118.2% | +14.4% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling