+55.3%
SOXX vs AXP
-12.6%
+67.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | +9.4% | -0.1% | +9.5% | +9.4% |
| 30D | -13.8% | +4.4% | -18.2% | -14.5% |
| 3M | -18.6% | -6.4% | -12.2% | -17.1% |
| 6M | -15.1% | +4.2% | -19.3% | -16.5% |
| YTD | +49.0% | -12.4% | +61.4% | +53.2% |
| 1Y | +55.3% | -11.1% | +66.4% | +59.0% |
| All | +55.3% | -12.6% | +67.9% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling