-16.7%
IBM vs AXP
-12.6%
-4.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +9.2% | +4.4% | +4.8% | +6.8% |
| 3M | +4.9% | -6.4% | +11.4% | +8.4% |
| 6M | +16.8% | +4.2% | +12.6% | +12.3% |
| YTD | -14.3% | -12.4% | -1.9% | -8.0% |
| 1Y | -16.7% | -11.1% | -5.6% | -11.1% |
| All | -16.7% | -12.6% | -4.1% | -11.1% |
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