-53.4%
ORCL vs AXP
-8.6%
-44.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -6.0% |
| 7D | -17.5% | +0.4% | -17.9% | -17.6% |
| 30D | -20.2% | +7.0% | -27.2% | -22.6% |
| 3M | -19.9% | -6.6% | -13.4% | -17.4% |
| 6M | -37.4% | +3.5% | -40.9% | -38.4% |
| YTD | -40.1% | -11.2% | -29.0% | -41.2% |
| 1Y | -53.4% | -10.2% | -43.2% | -54.3% |
| All | -53.4% | -8.6% | -44.7% | -54.3% |
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 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