+34.2%
ORCL vs AXP
+89.0%
-54.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | -0.6% | -5.9% | -6.2% |
| 30D | -16.6% | +5.0% | -21.5% | -18.3% |
| 3M | -21.6% | -4.2% | -17.4% | -20.4% |
| 6M | -39.4% | +2.9% | -42.3% | -40.2% |
| YTD | -38.7% | -11.6% | -27.1% | -36.0% |
| 1Y | -50.4% | -11.1% | -39.3% | -48.5% |
| 3Y | +8.1% | +116.7% | -108.6% | -21.4% |
| All | +34.2% | +89.0% | -54.8% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling