+57.8%
T vs AXP
+86.8%
-28.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.5% | -0.1% | +2.7% | +2.6% |
| 30D | -3.8% | +4.4% | -8.2% | -4.3% |
| 3M | -8.7% | -6.4% | -2.3% | -8.0% |
| 6M | -8.1% | +4.2% | -12.3% | -8.8% |
| YTD | -6.4% | -12.4% | +5.9% | -5.1% |
| 1Y | -9.8% | -11.1% | +1.4% | -8.7% |
| 3Y | +65.5% | +114.9% | -49.4% | +36.7% |
| All | +57.8% | +86.8% | -28.9% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling