+4.3%
MO vs AXP
+6.1%
-1.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.1% |
| 7D | +0.3% | -2.1% | +2.4% | -0.1% |
| 30D | +0.6% | -6.5% | +7.2% | -0.7% |
| 3M | -1.0% | +4.6% | -5.6% | +0.4% |
| 6M | +4.3% | +5.4% | -1.1% | +4.2% |
| All | +4.3% | +6.1% | -1.8% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling