+13,507.3%
GOOGL vs AXP
+928.2%
+12,579.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.3% | -2.1% | -0.2% | -1.5% |
| 30D | -6.6% | -6.5% | 0.0% | -4.2% |
| 3M | -8.9% | +4.6% | -13.6% | -10.6% |
| 6M | +11.9% | +5.4% | +6.4% | +9.5% |
| YTD | +8.3% | -11.1% | +19.5% | +12.5% |
| 1Y | +46.2% | -0.3% | +46.5% | +44.8% |
| 3Y | +151.9% | +111.6% | +40.3% | +84.2% |
| 5Y | +137.7% | +117.6% | +20.1% | +69.2% |
| 10Y | +757.6% | +474.1% | +283.4% | +302.4% |
| All | +13,507.3% | +928.2% | +12,579.1% | +4,350.9% |
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 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