+40.6%
MO vs AXP
-11.2%
+51.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.3% |
| 7D | -1.8% | -1.1% | -0.6% | -1.9% |
| 30D | +5.8% | +5.2% | +0.5% | +6.6% |
| 3M | +12.7% | -4.6% | +17.3% | +11.8% |
| 6M | +14.8% | +3.2% | +11.5% | +15.7% |
| YTD | +37.8% | -11.3% | +49.2% | +35.4% |
| All | +40.6% | -11.2% | +51.9% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling