+72.9%
SPY vs AXP
+91.8%
-18.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | -3.7% | +5.0% | -8.6% | -5.6% |
| 3M | -2.7% | -4.2% | +1.5% | -1.2% |
| 6M | +2.2% | +2.9% | -0.8% | +0.4% |
| YTD | +10.8% | -11.6% | +22.4% | +15.3% |
| 1Y | +11.2% | -11.1% | +22.3% | +15.3% |
| 3Y | +76.5% | +116.7% | -40.2% | +21.6% |
| 5Y | +72.9% | +89.6% | -16.7% | +24.0% |
| All | +72.9% | +91.8% | -18.8% | +24.0% |
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