-25.6%
TER vs AXP
+4.3%
-29.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -6.3% |
| 7D | -19.9% | +4.6% | -24.5% | -19.1% |
| 30D | -43.5% | +9.7% | -53.3% | -42.7% |
| 3M | -37.8% | -3.8% | -34.0% | -36.6% |
| 6M | -25.6% | +4.8% | -30.4% | -26.4% |
| All | -25.6% | +4.3% | -29.9% | -26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling