+10,760.3%
JPM vs AXP
+6,616.0%
+4,144.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -2.5% | -2.9% | +0.4% | -0.5% |
| 30D | +2.7% | +3.7% | -1.0% | +0.2% |
| 3M | -4.7% | -4.9% | +0.2% | -1.6% |
| 6M | +15.6% | +4.1% | +11.5% | +11.7% |
| YTD | +8.6% | -11.7% | +20.3% | +16.4% |
| 1Y | +10.9% | -11.7% | +22.6% | +18.8% |
| 3Y | +149.9% | +116.5% | +33.4% | +42.4% |
| 5Y | +131.9% | +89.5% | +42.4% | +38.4% |
| 10Y | +481.0% | +424.9% | +56.1% | +65.2% |
| All | +10,760.3% | +6,616.0% | +4,144.3% | +564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling