+52.6%
XOM vs AXP
-6.4%
+59.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -4.1% |
| 7D | -7.0% | +4.6% | -11.6% | -6.0% |
| 30D | +3.2% | +9.7% | -6.5% | +5.4% |
| 3M | +10.7% | -3.8% | +14.4% | +10.0% |
| 6M | +11.6% | +4.8% | +6.8% | +13.2% |
| YTD | +43.5% | -9.1% | +52.6% | +46.7% |
| 1Y | +52.6% | -6.7% | +59.3% | +55.7% |
| All | +52.6% | -6.4% | +59.0% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling