-17.6%
SLB vs AXP
+456.7%
-474.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.2% |
| 7D | -7.7% | +0.4% | -8.1% | -8.1% |
| 30D | -0.7% | +7.0% | -7.8% | -5.5% |
| 3M | 0.0% | -6.6% | +6.6% | +3.8% |
| 6M | -10.4% | +3.5% | -13.9% | -14.4% |
| YTD | +31.5% | -11.2% | +42.6% | +37.7% |
| 1Y | +39.1% | -10.2% | +49.3% | +44.3% |
| 3Y | -5.7% | +120.0% | -125.8% | -50.6% |
| 5Y | +65.4% | +95.6% | -30.1% | -11.1% |
| All | -17.6% | +456.7% | -474.3% | -74.4% |
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 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