+244.8%
ORCL vs AXP
+449.9%
-205.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -11.2% | +0.6% | -11.7% | -11.5% |
| 30D | -18.8% | +5.8% | -24.7% | -20.7% |
| 3M | -18.8% | -6.0% | -12.8% | -17.0% |
| 6M | -39.7% | +0.3% | -40.0% | -40.0% |
| YTD | -39.6% | -12.3% | -27.4% | -36.9% |
| 1Y | -51.7% | -11.2% | -40.5% | -49.9% |
| 3Y | +10.2% | +117.0% | -106.8% | -19.6% |
| 5Y | +30.8% | +93.2% | -62.3% | -2.7% |
| All | +244.8% | +449.9% | -205.2% | +76.0% |
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 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