+1,320.0%
XLK vs AXP
+1,475.7%
-155.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -4.3% | -0.6% | -3.7% | -4.0% |
| 30D | -15.0% | +5.0% | -20.0% | -16.8% |
| 3M | -9.2% | -4.2% | -5.0% | -7.8% |
| 6M | -3.5% | +2.9% | -6.5% | -5.3% |
| YTD | +17.7% | -11.6% | +29.3% | +22.5% |
| 1Y | +14.9% | -11.1% | +26.0% | +19.1% |
| 3Y | +91.8% | +116.7% | -25.0% | +35.4% |
| 5Y | +113.1% | +89.6% | +23.4% | +56.6% |
| 10Y | +703.1% | +428.4% | +274.7% | +264.3% |
| All | +1,320.0% | +1,475.7% | -155.7% | +209.4% |
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