+120.7%
GOOGL vs AXP
+117.6%
+3.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | -18.8% | +5.8% | -24.6% | -20.5% |
| 3M | -20.3% | -6.0% | -14.3% | -18.7% |
| 6M | -28.4% | +0.3% | -28.7% | -28.7% |
| YTD | -8.8% | -12.3% | +3.4% | -5.5% |
| 1Y | +0.3% | -11.2% | +11.5% | +3.4% |
| 3Y | +120.7% | +117.0% | +3.7% | +93.5% |
| All | +120.7% | +117.6% | +3.1% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling