+1,683.2%
TER vs AXP
+474.4%
+1,208.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +6.1% |
| 7D | +0.6% | -2.1% | +2.7% | +1.9% |
| 30D | -8.3% | -6.5% | -1.7% | -4.7% |
| 3M | -12.2% | +4.6% | -16.9% | -15.0% |
| 6M | +17.1% | +5.4% | +11.6% | +12.6% |
| YTD | +84.7% | -11.1% | +95.8% | +95.0% |
| 1Y | +199.9% | -0.3% | +200.2% | +194.8% |
| 3Y | +232.8% | +111.6% | +121.2% | +111.8% |
| 5Y | +198.6% | +117.6% | +81.0% | +84.6% |
| All | +1,683.2% | +474.4% | +1,208.8% | +609.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling