+782.1%
XLK vs AXP
+465.7%
+316.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | -0.1% | -4.3% | +4.3% | +1.9% |
| 3M | +2.1% | +4.7% | -2.6% | -0.3% |
| 6M | +37.2% | +9.0% | +28.2% | +31.2% |
| YTD | +30.8% | -11.1% | +41.9% | +36.4% |
| 1Y | +42.6% | +1.3% | +41.3% | +39.5% |
| 3Y | +121.8% | +114.5% | +7.3% | +52.8% |
| 5Y | +145.7% | +118.0% | +27.6% | +65.0% |
| 10Y | +782.1% | +464.9% | +317.2% | +328.1% |
| All | +782.1% | +465.7% | +316.4% | +328.1% |
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