+101.1%
GOOGL vs AXP
+86.8%
+14.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | -14.9% | +4.4% | -19.4% | -16.7% |
| 3M | -14.6% | -6.4% | -8.1% | -12.3% |
| 6M | -26.4% | +4.2% | -30.6% | -28.1% |
| YTD | -5.3% | -12.4% | +7.0% | -0.9% |
| 1Y | +6.5% | -11.1% | +17.6% | +10.6% |
| 3Y | +126.0% | +114.9% | +11.2% | +48.9% |
| All | +101.1% | +86.8% | +14.4% | +40.3% |
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 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