-4.5%
META vs AXP
-8.6%
+4.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -18.1% | +7.0% | -25.1% | -20.5% |
| 3M | +2.9% | -6.6% | +9.4% | +5.8% |
| 6M | +0.2% | +3.5% | -3.3% | -1.2% |
| YTD | -8.1% | -11.2% | +3.1% | -5.0% |
| 1Y | -4.5% | -10.2% | +5.6% | -1.5% |
| All | -4.5% | -8.6% | +4.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling