+379.6%
META vs AXP
+474.4%
-94.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +6.7% | -2.1% | +8.8% | +7.7% |
| 30D | +4.8% | -6.5% | +11.3% | +7.9% |
| 3M | -1.6% | +4.6% | -6.3% | -3.7% |
| 6M | -7.5% | +5.4% | -12.9% | -9.9% |
| YTD | -6.4% | -11.1% | +4.7% | -2.0% |
| 1Y | -17.3% | -0.3% | -17.0% | -18.1% |
| 3Y | +109.9% | +111.6% | -1.6% | +48.3% |
| 5Y | +65.4% | +117.6% | -52.2% | +15.1% |
| All | +379.6% | +474.4% | -94.8% | +144.3% |
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 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