+105.1%
MO vs AXP
+465.8%
-360.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.3% | -2.1% | +2.4% | +0.8% |
| 30D | +0.6% | -6.5% | +7.2% | +2.1% |
| 3M | -1.0% | +4.6% | -5.6% | -2.2% |
| 6M | +4.3% | +5.4% | -1.1% | +2.6% |
| YTD | +23.3% | -11.1% | +34.4% | +25.4% |
| 1Y | +10.5% | -0.3% | +10.8% | +9.1% |
| 3Y | +96.3% | +111.6% | -15.3% | +55.6% |
| 5Y | +98.9% | +117.6% | -18.7% | +51.8% |
| All | +105.1% | +465.8% | -360.7% | +32.8% |
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