-3.3%
SLB vs AXP
+474.4%
-477.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.9% |
| 7D | +0.8% | -2.1% | +2.9% | +2.3% |
| 30D | +15.8% | -6.5% | +22.4% | +20.8% |
| 3M | -0.3% | +4.6% | -5.0% | -4.7% |
| 6M | +21.3% | +5.4% | +15.9% | +14.8% |
| YTD | +52.3% | -11.1% | +63.4% | +60.2% |
| 1Y | +63.6% | -0.3% | +63.9% | +57.7% |
| 3Y | +3.8% | +111.6% | -107.8% | -43.5% |
| 5Y | +128.6% | +117.6% | +11.1% | +13.6% |
| All | -3.3% | +474.4% | -477.7% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling