+91.4%
ORCL vs AXP
+118.2%
-26.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | +5.3% | -2.1% | +7.4% | +6.2% |
| 30D | +10.0% | -6.5% | +16.5% | +13.1% |
| 3M | -32.6% | +4.6% | -37.2% | -33.8% |
| 6M | +4.9% | +5.4% | -0.5% | +2.8% |
| YTD | -17.8% | -11.1% | -6.6% | -14.2% |
| 1Y | -28.0% | -0.3% | -27.7% | -28.9% |
| 3Y | +36.0% | +111.6% | -75.6% | +0.2% |
| All | +91.4% | +118.2% | -26.7% | +33.7% |
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 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