+53.4%
T vs AXP
+96.1%
-42.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.3% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | -9.7% | +7.0% | -16.7% | -10.4% |
| 3M | -4.3% | -6.6% | +2.3% | -3.5% |
| 6M | -13.7% | +3.5% | -17.1% | -14.2% |
| YTD | -8.0% | -11.2% | +3.2% | -6.8% |
| 1Y | -6.9% | -10.2% | +3.2% | -5.9% |
| 3Y | +59.7% | +120.0% | -60.3% | +31.5% |
| 5Y | +53.4% | +95.6% | -42.1% | +26.3% |
| All | +53.4% | +96.1% | -42.7% | +26.3% |
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