+485.4%
ABBV vs AXP
+465.7%
+19.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | +0.6% | -4.9% | -4.4% |
| 30D | +1.1% | -4.3% | +5.5% | +2.1% |
| 3M | +12.3% | +4.7% | +7.6% | +10.9% |
| 6M | +9.8% | +9.0% | +0.8% | +7.3% |
| YTD | +11.5% | -11.1% | +22.6% | +13.7% |
| 1Y | +22.3% | +1.3% | +21.0% | +20.5% |
| 3Y | +85.2% | +114.5% | -29.3% | +48.7% |
| 5Y | +170.8% | +118.0% | +52.8% | +109.9% |
| 10Y | +485.4% | +464.9% | +20.5% | +227.6% |
| All | +485.4% | +465.7% | +19.8% | +227.6% |
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