+1,497.9%
META vs AXP
+611.3%
+886.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.6% |
| 3M | +2.9% | -6.6% | +9.4% | +5.7% |
| 6M | +0.2% | +3.5% | -3.3% | -1.6% |
| YTD | -8.1% | -11.2% | +3.1% | -4.0% |
| 1Y | -4.5% | -10.2% | +5.6% | -0.9% |
| 3Y | +94.2% | +120.0% | -25.9% | +36.5% |
| 5Y | +79.1% | +95.6% | -16.5% | +31.2% |
| 10Y | +405.9% | +468.1% | -62.2% | +137.3% |
| All | +1,497.9% | +611.3% | +886.6% | +701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling