+43.3%
MA vs AXP
+110.9%
-67.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.7% | -2.1% | -0.6% | -1.9% |
| 30D | +1.5% | -6.5% | +8.1% | +4.2% |
| 3M | +20.4% | +4.6% | +15.8% | +18.0% |
| 6M | +11.1% | +5.4% | +5.7% | +8.4% |
| YTD | +2.0% | -11.1% | +13.1% | +6.1% |
| 1Y | -2.2% | -0.3% | -1.8% | -2.8% |
| All | +43.3% | +110.9% | -67.6% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling