+307.3%
SPY vs AXP
+453.0%
-145.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +1.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | -3.3% | +5.2% | -8.6% | -5.4% |
| 3M | -2.4% | -4.6% | +2.2% | -0.7% |
| 6M | +2.6% | +3.2% | -0.7% | +0.7% |
| YTD | +11.2% | -11.3% | +22.6% | +15.5% |
| 1Y | +13.4% | -11.0% | +24.4% | +17.4% |
| 3Y | +79.9% | +120.2% | -40.3% | +25.4% |
| 5Y | +72.2% | +91.7% | -19.5% | +24.2% |
| 10Y | +307.3% | +440.3% | -133.0% | +91.6% |
| All | +307.3% | +453.0% | -145.7% | +91.6% |
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