+65.7%
T vs AXP
+474.4%
-408.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -1.3% | -2.1% | +0.8% | -0.7% |
| 30D | +11.4% | -6.5% | +17.9% | +13.3% |
| 3M | +14.3% | +4.6% | +9.6% | +12.6% |
| 6M | -9.3% | +5.4% | -14.7% | -11.1% |
| YTD | +7.1% | -11.1% | +18.2% | +9.4% |
| 1Y | -9.1% | -0.3% | -8.8% | -10.4% |
| 3Y | +105.3% | +111.6% | -6.2% | +55.9% |
| 5Y | +66.8% | +117.6% | -50.8% | +21.2% |
| All | +65.7% | +474.4% | -408.7% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling