+98.7%
INTC vs AXP
+449.9%
-351.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.3% |
| 7D | -14.4% | +0.6% | -15.0% | -14.8% |
| 30D | -50.2% | +5.8% | -56.1% | -51.6% |
| 3M | -43.6% | -6.0% | -37.6% | -42.1% |
| 6M | -50.2% | +0.3% | -50.5% | -50.7% |
| YTD | +52.5% | -12.3% | +64.8% | +59.8% |
| 1Y | +51.1% | -11.2% | +62.4% | +57.3% |
| 3Y | +50.3% | +117.0% | -66.7% | +1.9% |
| 5Y | +19.2% | +93.2% | -74.0% | -16.8% |
| All | +98.7% | +449.9% | -351.2% | -5.6% |
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 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