+1,594.6%
T vs AXP
+6,654.6%
-5,060.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.6% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | -9.7% | +7.0% | -16.7% | -11.3% |
| 3M | -4.3% | -6.6% | +2.3% | -2.6% |
| 6M | -13.7% | +3.5% | -17.1% | -14.8% |
| YTD | -8.0% | -11.2% | +3.2% | -6.1% |
| 1Y | -6.9% | -10.2% | +3.2% | -5.4% |
| 3Y | +59.7% | +120.0% | -60.3% | +23.5% |
| 5Y | +53.4% | +95.6% | -42.1% | +19.8% |
| 10Y | +58.2% | +468.1% | -409.9% | -12.1% |
| All | +1,594.6% | +6,654.6% | -5,060.0% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling