+43.4%
XOM vs AXP
-11.2%
+54.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.4% |
| 7D | -8.3% | -1.1% | -7.2% | -8.5% |
| 30D | -2.5% | +5.2% | -7.7% | -1.3% |
| 3M | +8.3% | -4.6% | +12.9% | +7.4% |
| 6M | +15.5% | +3.2% | +12.2% | +16.6% |
| YTD | +39.6% | -11.3% | +51.0% | +41.9% |
| All | +43.4% | -11.2% | +54.6% | +45.4% |
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 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