+224.3%
INTC vs AXP
+471.5%
-247.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +5.0% |
| 7D | +7.1% | -2.1% | +9.2% | +8.1% |
| 30D | -5.2% | -6.5% | +1.3% | -2.2% |
| 3M | -14.3% | +4.6% | -18.9% | -16.4% |
| 6M | +110.2% | +5.4% | +104.8% | +103.2% |
| YTD | +159.6% | -11.1% | +170.7% | +171.0% |
| 1Y | +289.3% | -0.3% | +289.6% | +282.9% |
| 3Y | +166.1% | +111.6% | +54.5% | +83.5% |
| 5Y | +94.4% | +117.6% | -23.2% | +28.6% |
| All | +224.3% | +471.5% | -247.2% | +60.4% |
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 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