-13.1%
SLB vs AXP
+418.6%
-431.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | +6.5% | +4.4% | +2.1% | +3.0% |
| 3M | -0.2% | -6.4% | +6.2% | +3.5% |
| 6M | -5.7% | +4.2% | -9.9% | -10.3% |
| YTD | +36.8% | -12.4% | +49.2% | +44.5% |
| 1Y | +45.8% | -11.1% | +56.9% | +52.3% |
| 3Y | +3.4% | +114.9% | -111.5% | -45.0% |
| 5Y | +76.1% | +87.4% | -11.3% | -2.3% |
| All | -13.1% | +418.6% | -431.7% | -72.9% |
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