+24.2%
HYG vs AXP
+113.5%
-89.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -0.4% | -2.1% | +1.7% | -0.2% |
| 30D | +0.4% | +2.7% | -2.3% | +0.1% |
| 3M | -1.8% | -7.3% | +5.4% | -1.2% |
| 6M | -0.7% | +1.8% | -2.5% | -1.0% |
| YTD | +0.3% | -13.1% | +13.4% | +1.4% |
| 1Y | +1.4% | -13.7% | +15.1% | +2.5% |
| All | +24.2% | +113.5% | -89.3% | +13.9% |
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 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