+75.0%
SPY vs AXP
+117.6%
-42.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -5.4% | +5.8% | -11.2% | -7.4% |
| 3M | -4.1% | -6.0% | +1.9% | -2.0% |
| 6M | +0.7% | +0.3% | +0.4% | +0.1% |
| YTD | +8.7% | -12.3% | +20.9% | +13.2% |
| 1Y | +10.9% | -11.2% | +22.1% | +14.8% |
| 3Y | +75.0% | +117.0% | -42.0% | +32.8% |
| All | +75.0% | +117.6% | -42.6% | +32.8% |
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