+43.2%
TER vs AXP
-6.4%
+49.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -7.4% |
| 7D | -19.9% | +4.6% | -24.5% | -20.9% |
| 30D | -43.5% | +9.7% | -53.3% | -45.2% |
| 3M | -37.8% | -3.8% | -34.0% | -36.6% |
| 6M | -25.6% | +4.8% | -30.4% | -27.8% |
| YTD | +29.8% | -9.1% | +38.9% | +33.1% |
| 1Y | +43.2% | -6.7% | +49.9% | +43.5% |
| All | +43.2% | -6.4% | +49.6% | +43.5% |
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