+33.9%
TER vs AXP
-11.2%
+45.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.7% | +12.4% |
| 7D | -5.8% | -1.1% | -4.6% | -5.3% |
| 30D | -38.9% | +5.2% | -44.1% | -39.8% |
| 3M | -35.1% | -4.6% | -30.5% | -33.8% |
| 6M | -31.6% | +3.2% | -34.8% | -33.4% |
| YTD | +27.2% | -11.3% | +38.6% | +31.1% |
| All | +33.9% | -11.2% | +45.1% | +37.8% |
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