+138.2%
IBM vs AXP
+91.7%
+46.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | +11.1% | +5.8% | +5.3% | +9.0% |
| 3M | +5.7% | -6.0% | +11.7% | +7.8% |
| 6M | +10.1% | +0.3% | +9.8% | +9.6% |
| YTD | -15.6% | -12.3% | -3.3% | -12.2% |
| 1Y | -19.5% | -11.2% | -8.3% | -16.6% |
| 3Y | +80.4% | +117.0% | -36.6% | +42.8% |
| All | +138.2% | +91.7% | +46.5% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling