+4,436.6%
XOM vs AXP
+6,571.9%
-2,135.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.7% |
| 7D | -11.4% | +0.6% | -12.0% | -11.6% |
| 30D | +1.1% | +5.8% | -4.7% | -0.7% |
| 3M | +7.8% | -6.0% | +13.8% | +9.4% |
| 6M | +13.0% | +0.3% | +12.7% | +12.0% |
| YTD | +40.6% | -12.3% | +52.9% | +43.8% |
| 1Y | +49.1% | -11.2% | +60.3% | +51.7% |
| 3Y | +72.9% | +117.0% | -44.1% | +33.2% |
| 5Y | +204.0% | +93.2% | +110.8% | +137.0% |
| 10Y | +205.7% | +461.2% | -255.4% | +77.3% |
| All | +4,436.6% | +6,571.9% | -2,135.3% | +1,607.9% |
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