+176.7%
SOXX vs AXP
+87.1%
+89.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.7% |
| 7D | +17.5% | -2.1% | +19.6% | +19.1% |
| 30D | -14.5% | +2.7% | -17.2% | -15.9% |
| 3M | -14.9% | -7.3% | -7.6% | -11.2% |
| 6M | -9.8% | +1.8% | -11.6% | -11.9% |
| YTD | +54.7% | -13.1% | +67.7% | +65.5% |
| 1Y | +55.7% | -13.7% | +69.4% | +67.2% |
| 3Y | +186.8% | +113.1% | +73.7% | +65.1% |
| 5Y | +176.7% | +85.9% | +90.8% | +73.4% |
| All | +176.7% | +87.1% | +89.5% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling