+20.7%
XLK vs AXP
-6.4%
+27.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -7.6% | +4.6% | -12.2% | -8.5% |
| 30D | -12.2% | +9.7% | -21.9% | -14.1% |
| 3M | -5.5% | -3.8% | -1.7% | -4.5% |
| 6M | +9.2% | +4.8% | +4.4% | +7.5% |
| YTD | +23.0% | -9.1% | +32.1% | +24.2% |
| 1Y | +20.7% | -6.7% | +27.4% | +20.9% |
| All | +20.7% | -6.4% | +27.1% | +20.9% |
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