+134.5%
MO vs AXP
+117.6%
+16.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | +9.7% | +5.8% | +3.9% | +9.8% |
| 3M | +14.1% | -6.0% | +20.2% | +14.0% |
| 6M | +11.9% | +0.3% | +11.6% | +11.9% |
| YTD | +38.4% | -12.3% | +50.7% | +38.6% |
| 1Y | +41.9% | -11.2% | +53.1% | +42.0% |
| 3Y | +134.5% | +117.0% | +17.5% | +90.3% |
| All | +134.5% | +117.6% | +16.9% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling