+4,261.5%
XOM vs AXP
+6,658.5%
-2,396.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +1.8% | -2.1% | +3.9% | +2.4% |
| 30D | +5.9% | -6.5% | +12.4% | +7.8% |
| 3M | +5.6% | +4.6% | +0.9% | +3.7% |
| 6M | +7.9% | +5.4% | +2.4% | +5.3% |
| YTD | +35.2% | -11.1% | +46.3% | +38.0% |
| 1Y | +46.0% | -0.3% | +46.3% | +43.7% |
| 3Y | +55.0% | +111.6% | -56.6% | +20.4% |
| 5Y | +246.3% | +117.6% | +128.7% | +161.1% |
| 10Y | +181.0% | +474.1% | -293.1% | +62.1% |
| All | +4,261.5% | +6,658.5% | -2,396.9% | +1,539.7% |
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 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