+16,738.5%
MO vs AXP
+6,623.2%
+10,115.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +6.5% | +5.0% | +1.5% | +5.5% |
| 3M | +18.3% | -4.2% | +22.6% | +19.2% |
| 6M | +15.6% | +2.9% | +12.6% | +14.5% |
| YTD | +38.8% | -11.6% | +50.4% | +40.9% |
| 1Y | +41.6% | -11.1% | +52.7% | +43.5% |
| 3Y | +138.2% | +116.7% | +21.5% | +99.2% |
| 5Y | +150.5% | +89.6% | +60.9% | +111.3% |
| 10Y | +146.1% | +428.4% | -282.3% | +65.4% |
| All | +16,738.5% | +6,623.2% | +10,115.2% | +6,095.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling