+111.9%
INTC vs AXP
+418.6%
-306.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +6.0% | -0.1% | +6.1% | +6.1% |
| 30D | -39.2% | +4.4% | -43.6% | -40.5% |
| 3M | -42.9% | -6.4% | -36.5% | -41.3% |
| 6M | -50.4% | +4.2% | -54.6% | -51.7% |
| YTD | +61.7% | -12.4% | +74.0% | +69.5% |
| 1Y | +66.1% | -11.1% | +77.2% | +72.7% |
| 3Y | +58.1% | +114.9% | -56.7% | +7.6% |
| 5Y | +27.9% | +87.4% | -59.6% | -9.6% |
| All | +111.9% | +418.6% | -306.7% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling