+995.4%
TER vs AXP
+418.6%
+576.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +14.4% | -0.1% | +14.5% | +14.5% |
| 30D | -30.6% | +4.4% | -35.0% | -32.5% |
| 3M | -39.2% | -6.4% | -32.8% | -37.3% |
| 6M | -31.3% | +4.2% | -35.4% | -33.9% |
| YTD | +29.1% | -12.4% | +41.4% | +36.6% |
| 1Y | +47.4% | -11.1% | +58.5% | +54.6% |
| 3Y | +191.2% | +114.9% | +76.4% | +81.8% |
| 5Y | +74.0% | +87.4% | -13.4% | +15.8% |
| All | +995.4% | +418.6% | +576.8% | +295.5% |
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 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