+11,639.4%
GOOG vs AXP
+921.7%
+10,717.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.2% | -2.9% | +4.0% | +2.3% |
| 30D | -16.7% | +3.7% | -20.4% | -18.0% |
| 3M | -15.2% | -4.9% | -10.3% | -13.8% |
| 6M | -24.8% | +4.1% | -28.8% | -26.2% |
| YTD | -7.2% | -11.7% | +4.5% | -3.6% |
| 1Y | -0.1% | -11.7% | +11.6% | +3.7% |
| 3Y | +118.8% | +116.5% | +2.4% | +58.4% |
| 5Y | +99.9% | +89.5% | +10.4% | +50.0% |
| 10Y | +678.2% | +424.9% | +253.3% | +277.4% |
| All | +11,639.4% | +921.7% | +10,717.7% | +3,740.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling