+32.7%
ORCL vs AXP
+110.9%
-78.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.6% |
| 7D | +5.3% | -2.1% | +7.4% | +6.4% |
| 30D | +10.0% | -6.5% | +16.5% | +13.5% |
| 3M | -32.6% | +4.6% | -37.2% | -34.0% |
| 6M | +4.9% | +5.4% | -0.5% | +2.5% |
| YTD | -17.8% | -11.1% | -6.6% | -13.9% |
| 1Y | -28.0% | -0.3% | -27.7% | -29.2% |
| All | +32.7% | +110.9% | -78.3% | -10.7% |
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