-18.7%
IBM vs AXP
-11.5%
-7.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | +8.4% | +5.0% | +3.4% | +5.7% |
| 3M | +4.2% | -4.2% | +8.4% | +6.4% |
| 6M | +7.9% | +2.9% | +5.0% | +4.7% |
| YTD | -15.2% | -11.6% | -3.6% | -9.1% |
| 1Y | -18.7% | -11.1% | -7.6% | -13.3% |
| All | -18.7% | -11.5% | -7.3% | -13.3% |
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 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