+8,410.9%
TER vs AXP
+6,654.6%
+1,756.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.0% |
| 7D | -28.2% | +0.4% | -28.6% | -28.3% |
| 30D | -50.6% | +7.0% | -57.6% | -52.5% |
| 3M | -45.3% | -6.6% | -38.8% | -43.7% |
| 6M | -40.4% | +3.5% | -43.8% | -42.2% |
| YTD | +10.0% | -11.2% | +21.2% | +15.2% |
| 1Y | +13.6% | -10.2% | +23.8% | +18.2% |
| 3Y | +145.2% | +120.0% | +25.2% | +57.2% |
| 5Y | +50.4% | +95.6% | -45.2% | +1.7% |
| 10Y | +882.9% | +468.1% | +414.8% | +251.8% |
| All | +8,410.9% | +6,654.6% | +1,756.3% | +970.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling