+238.5%
TER vs AXP
+110.9%
+127.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +6.2% |
| 7D | +0.6% | -2.1% | +2.7% | +2.0% |
| 30D | -8.3% | -6.5% | -1.7% | -4.4% |
| 3M | -12.2% | +4.6% | -16.9% | -15.6% |
| 6M | +17.1% | +5.4% | +11.6% | +11.6% |
| YTD | +84.7% | -11.1% | +95.8% | +96.1% |
| 1Y | +199.9% | -0.3% | +200.2% | +191.3% |
| All | +238.5% | +110.9% | +127.6% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling