+3,094.0%
SPY vs AXP
+9,110.4%
-6,016.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | +0.1% | -6.5% | +6.6% | +2.6% |
| 3M | +2.0% | +4.6% | -2.7% | 0.0% |
| 6M | +13.0% | +5.4% | +7.6% | +10.3% |
| YTD | +13.5% | -11.1% | +24.7% | +17.7% |
| 1Y | +20.0% | -0.3% | +20.3% | +18.6% |
| 3Y | +77.2% | +111.6% | -34.4% | +29.6% |
| 5Y | +81.9% | +117.6% | -35.7% | +28.9% |
| 10Y | +314.1% | +474.1% | -160.1% | +92.4% |
| All | +3,094.0% | +9,110.4% | -6,016.4% | +472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling