+1,472.6%
XLK vs AXP
+1,483.9%
-11.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +0.9% | -2.1% | +3.0% | +1.7% |
| 30D | +0.7% | -6.5% | +7.3% | +3.5% |
| 3M | -2.9% | +4.6% | -7.6% | -5.0% |
| 6M | +34.3% | +5.4% | +28.8% | +30.6% |
| YTD | +30.4% | -11.1% | +41.5% | +35.6% |
| 1Y | +43.4% | -0.3% | +43.7% | +41.5% |
| 3Y | +116.8% | +111.6% | +5.3% | +54.7% |
| 5Y | +144.0% | +117.6% | +26.5% | +69.4% |
| 10Y | +778.8% | +474.1% | +304.6% | +284.9% |
| All | +1,472.6% | +1,483.9% | -11.3% | +242.5% |
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