+2,947.4%
SPY vs AXP
+9,105.2%
-6,157.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.5% |
| 7D | -4.7% | +0.4% | -5.1% | -4.9% |
| 30D | -5.9% | +7.0% | -13.0% | -8.4% |
| 3M | -4.5% | -6.6% | +2.1% | -2.2% |
| 6M | +1.8% | +3.5% | -1.7% | 0.0% |
| YTD | +8.3% | -11.2% | +19.5% | +12.1% |
| 1Y | +9.3% | -10.2% | +19.5% | +12.6% |
| 3Y | +74.9% | +120.0% | -45.2% | +26.0% |
| 5Y | +67.3% | +95.6% | -28.3% | +23.6% |
| 10Y | +311.6% | +468.1% | -156.6% | +92.2% |
| All | +2,947.4% | +9,105.2% | -6,157.8% | +445.8% |
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 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