+155.3%
JPM vs AXP
+118.2%
+37.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | +0.3% | -2.1% | +2.4% | +1.4% |
| 30D | -0.2% | -6.5% | +6.4% | +3.5% |
| 3M | +15.9% | +4.6% | +11.2% | +12.6% |
| 6M | +20.9% | +5.4% | +15.5% | +16.8% |
| YTD | +12.9% | -11.1% | +24.0% | +19.4% |
| 1Y | +20.3% | -0.3% | +20.6% | +18.9% |
| 3Y | +160.9% | +111.6% | +49.4% | +71.2% |
| All | +155.3% | +118.2% | +37.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling