+46.1%
GOOGL vs AXP
+1.4%
+44.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -2.3% | -2.1% | -0.2% | -1.7% |
| 30D | -6.6% | -6.5% | -0.1% | -4.6% |
| 3M | -9.0% | +4.6% | -13.7% | -10.2% |
| 6M | +11.8% | +5.4% | +6.4% | +10.0% |
| YTD | +8.3% | -11.1% | +19.4% | +9.6% |
| 1Y | +46.1% | -0.3% | +46.4% | +43.9% |
| All | +46.1% | +1.4% | +44.7% | +43.9% |
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