+736.5%
XLK vs AXP
+414.5%
+321.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.4% |
| 7D | +7.0% | -2.1% | +9.1% | +8.0% |
| 30D | -11.5% | +2.7% | -14.1% | -12.6% |
| 3M | -7.9% | -7.3% | -0.6% | -5.0% |
| 6M | -0.6% | +1.8% | -2.4% | -2.1% |
| YTD | +21.1% | -13.1% | +34.2% | +27.4% |
| 1Y | +18.8% | -13.7% | +32.6% | +25.2% |
| 3Y | +97.3% | +113.1% | -15.8% | +35.3% |
| 5Y | +115.5% | +85.9% | +29.6% | +54.1% |
| All | +736.5% | +414.5% | +321.9% | +284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling