+50.4%
TER vs AXP
+96.1%
-45.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -13.8% |
| 7D | -28.2% | +0.4% | -28.6% | -28.3% |
| 30D | -50.6% | +7.0% | -57.6% | -52.9% |
| 3M | -45.3% | -6.6% | -38.8% | -43.3% |
| 6M | -40.4% | +3.5% | -43.8% | -42.8% |
| YTD | +10.0% | -11.2% | +21.2% | +16.3% |
| 1Y | +13.6% | -10.2% | +23.8% | +19.1% |
| 3Y | +145.2% | +120.0% | +25.2% | +36.0% |
| 5Y | +50.4% | +95.6% | -45.2% | -9.7% |
| All | +50.4% | +96.1% | -45.8% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling