+2,544.4%
IBM vs AXP
+6,654.6%
-4,110.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | +11.7% | +7.0% | +4.6% | +9.3% |
| 3M | +5.5% | -6.6% | +12.1% | +7.7% |
| 6M | +9.5% | +3.5% | +6.0% | +7.9% |
| YTD | -14.9% | -11.2% | -3.7% | -11.8% |
| 1Y | -17.4% | -10.2% | -7.2% | -14.8% |
| 3Y | +83.3% | +120.0% | -36.8% | +40.7% |
| 5Y | +142.1% | +95.6% | +46.5% | +88.2% |
| 10Y | +157.2% | +468.1% | -311.0% | +39.2% |
| All | +2,544.4% | +6,654.6% | -4,110.3% | +550.6% |
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