+9.3%
ORCL vs AXP
+120.3%
-110.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -5.9% |
| 7D | -17.5% | +0.4% | -17.9% | -17.7% |
| 30D | -20.2% | +7.0% | -27.2% | -22.7% |
| 3M | -19.9% | -6.6% | -13.4% | -17.6% |
| 6M | -37.4% | +3.5% | -40.9% | -38.5% |
| YTD | -40.1% | -11.2% | -29.0% | -37.6% |
| 1Y | -53.4% | -10.2% | -43.2% | -51.8% |
| All | +9.3% | +120.3% | -110.9% | -10.0% |
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 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