+155.7%
MO vs AXP
+418.6%
-262.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +7.5% | +4.4% | +3.1% | +6.5% |
| 3M | +22.8% | -6.4% | +29.2% | +24.4% |
| 6M | +13.4% | +4.2% | +9.2% | +11.9% |
| YTD | +43.0% | -12.4% | +55.4% | +45.9% |
| 1Y | +45.2% | -11.1% | +56.3% | +47.5% |
| 3Y | +145.5% | +114.9% | +30.7% | +92.9% |
| 5Y | +157.1% | +87.4% | +69.6% | +104.4% |
| All | +155.7% | +418.6% | -262.9% | +63.1% |
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