+54.1%
T vs AXP
+453.0%
-398.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | -1.7% | +5.2% | -7.0% | -3.0% |
| 3M | -7.3% | -4.6% | -2.8% | -6.2% |
| 6M | -11.2% | +3.2% | -14.4% | -12.3% |
| YTD | -8.1% | -11.3% | +3.3% | -6.0% |
| 1Y | -8.0% | -11.0% | +3.0% | -6.2% |
| 3Y | +62.1% | +120.2% | -58.0% | +21.1% |
| 5Y | +55.7% | +91.7% | -36.0% | +18.2% |
| 10Y | +54.1% | +440.3% | -386.2% | -12.9% |
| All | +54.1% | +453.0% | -398.9% | -12.9% |
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