+11,186.3%
JPM vs AXP
+6,658.5%
+4,527.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | +0.3% | -2.1% | +2.4% | +1.7% |
| 30D | -0.2% | -6.5% | +6.4% | +4.4% |
| 3M | +15.9% | +4.6% | +11.2% | +11.9% |
| 6M | +20.9% | +5.4% | +15.5% | +15.8% |
| YTD | +12.9% | -11.1% | +24.0% | +20.6% |
| 1Y | +20.3% | -0.3% | +20.6% | +18.2% |
| 3Y | +160.9% | +111.6% | +49.4% | +50.8% |
| 5Y | +154.8% | +117.6% | +37.3% | +38.1% |
| 10Y | +591.1% | +474.1% | +117.0% | +84.2% |
| All | +11,186.3% | +6,658.5% | +4,527.8% | +588.4% |
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 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