+94.2%
XLK vs AXP
+117.6%
-23.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | -8.2% | +0.6% | -8.8% | -8.5% |
| 30D | -18.2% | +5.8% | -24.0% | -20.2% |
| 3M | -11.0% | -6.0% | -5.0% | -8.8% |
| 6M | -2.9% | +0.3% | -3.2% | -3.7% |
| YTD | +14.8% | -12.3% | +27.1% | +20.5% |
| 1Y | +14.5% | -11.2% | +25.8% | +19.3% |
| 3Y | +94.2% | +117.0% | -22.8% | +47.7% |
| All | +94.2% | +117.6% | -23.4% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling