-2.5%
IBM vs AXP
+1.4%
-3.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | -0.3% | -2.1% | +1.8% | +0.7% |
| 30D | +0.3% | -6.5% | +6.8% | +3.5% |
| 3M | -21.6% | +4.6% | -26.3% | -24.3% |
| 6M | -4.7% | +5.4% | -10.1% | -8.2% |
| YTD | -19.1% | -11.1% | -8.0% | -14.5% |
| 1Y | -2.5% | -0.3% | -2.2% | +0.1% |
| All | -2.5% | +1.4% | -3.9% | +0.1% |
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