+1,001.8%
TER vs AXP
+453.0%
+548.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.7% | +12.1% |
| 7D | -5.8% | -1.1% | -4.6% | -5.0% |
| 30D | -38.9% | +5.2% | -44.1% | -40.8% |
| 3M | -35.1% | -4.6% | -30.5% | -33.8% |
| 6M | -31.6% | +3.2% | -34.8% | -33.9% |
| YTD | +27.2% | -11.3% | +38.6% | +33.8% |
| 1Y | +35.2% | -11.0% | +46.2% | +41.9% |
| 3Y | +192.8% | +120.2% | +72.6% | +80.5% |
| 5Y | +72.4% | +91.7% | -19.3% | +13.4% |
| 10Y | +1,001.8% | +440.3% | +561.5% | +300.2% |
| All | +1,001.8% | +453.0% | +548.8% | +300.2% |
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