+72.6%
SPY vs AXP
+86.8%
-14.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -2.0% | +4.4% | -6.4% | -3.7% |
| 3M | -2.8% | -6.4% | +3.6% | -0.3% |
| 6M | +2.1% | +4.2% | -2.0% | -0.1% |
| YTD | +11.5% | -12.4% | +23.9% | +16.4% |
| 1Y | +13.5% | -11.1% | +24.6% | +17.6% |
| 3Y | +77.7% | +114.9% | -37.2% | +22.8% |
| All | +72.6% | +86.8% | -14.2% | +24.6% |
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 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