+521.1%
JPM vs AXP
+449.9%
+71.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | -0.8% | +0.6% | -1.3% | -1.1% |
| 30D | +1.5% | +5.8% | -4.3% | -2.2% |
| 3M | -5.7% | -6.0% | +0.4% | -2.0% |
| 6M | +7.2% | +0.3% | +6.9% | +6.3% |
| YTD | +5.8% | -12.3% | +18.1% | +13.7% |
| 1Y | +8.8% | -11.2% | +20.0% | +15.9% |
| 3Y | +147.4% | +117.0% | +30.4% | +42.3% |
| 5Y | +125.3% | +93.2% | +32.2% | +34.3% |
| All | +521.1% | +449.9% | +71.2% | +53.8% |
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