+189.6%
SOXX vs AXP
+113.5%
+76.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.6% |
| 7D | +17.5% | -2.1% | +19.6% | +18.9% |
| 30D | -14.5% | +2.7% | -17.2% | -15.8% |
| 3M | -14.9% | -7.3% | -7.6% | -11.5% |
| 6M | -9.8% | +1.8% | -11.6% | -11.8% |
| YTD | +54.7% | -13.1% | +67.7% | +65.4% |
| 1Y | +55.7% | -13.7% | +69.4% | +67.1% |
| All | +189.6% | +113.5% | +76.1% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling