+62.8%
META vs AXP
+118.2%
-55.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +6.7% | -2.1% | +8.8% | +8.0% |
| 30D | +4.8% | -6.5% | +11.3% | +8.8% |
| 3M | -1.6% | +4.6% | -6.3% | -4.4% |
| 6M | -7.5% | +5.4% | -12.9% | -10.7% |
| YTD | -6.4% | -11.1% | +4.7% | -0.7% |
| 1Y | -17.3% | -0.3% | -17.0% | -18.7% |
| 3Y | +109.9% | +111.6% | -1.6% | +26.6% |
| All | +62.8% | +118.2% | -55.4% | -4.4% |
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