+1,326.9%
AAPL vs AXP
+428.9%
+898.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | +1.8% | -2.9% | +4.6% | +3.0% |
| 30D | +4.3% | +3.7% | +0.6% | +2.7% |
| 3M | +16.6% | -4.9% | +21.5% | +18.8% |
| 6M | +21.6% | +4.1% | +17.6% | +18.9% |
| YTD | +31.2% | -11.7% | +42.8% | +36.4% |
| 1Y | +29.6% | -11.7% | +41.3% | +34.5% |
| 3Y | +93.1% | +116.5% | -23.4% | +35.2% |
| 5Y | +146.2% | +89.5% | +56.7% | +78.8% |
| 10Y | +1,326.9% | +424.9% | +902.0% | +625.0% |
| All | +1,326.9% | +428.9% | +898.0% | +625.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling