+79.1%
META vs AXP
+96.1%
-17.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -2.6% |
| 7D | -3.1% | +0.4% | -3.5% | -3.4% |
| 30D | -18.1% | +7.0% | -25.1% | -21.5% |
| 3M | +2.9% | -6.6% | +9.4% | +6.7% |
| 6M | +0.2% | +3.5% | -3.3% | -2.5% |
| YTD | -8.1% | -11.2% | +3.1% | -2.5% |
| 1Y | -4.5% | -10.2% | +5.6% | +0.3% |
| 3Y | +94.2% | +120.0% | -25.9% | +10.2% |
| 5Y | +79.1% | +95.6% | -16.5% | +9.4% |
| All | +79.1% | +96.1% | -17.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling