-7.4%
T vs AXP
-11.2%
+3.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.0% | -2.9% | +4.8% | +1.7% |
| 30D | -1.0% | +3.7% | -4.7% | -0.5% |
| 3M | -8.1% | -4.9% | -3.2% | -8.9% |
| 6M | -8.3% | +4.1% | -12.3% | -7.5% |
| YTD | -6.1% | -11.7% | +5.6% | -6.3% |
| 1Y | -7.4% | -11.7% | +4.3% | -7.8% |
| All | -7.4% | -11.2% | +3.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling