+2,413.6%
IBM vs AXP
+6,658.5%
-4,244.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +0.3% | -6.5% | +6.8% | +2.4% |
| 3M | -21.6% | +4.6% | -26.3% | -23.0% |
| 6M | -4.7% | +5.4% | -10.1% | -6.6% |
| YTD | -19.1% | -11.1% | -8.0% | -16.2% |
| 1Y | -2.5% | -0.3% | -2.2% | -2.8% |
| 3Y | +74.2% | +111.6% | -37.4% | +35.3% |
| 5Y | +113.1% | +117.6% | -4.4% | +60.1% |
| 10Y | +133.5% | +474.1% | -340.6% | +25.9% |
| All | +2,413.6% | +6,658.5% | -4,244.9% | +518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling