+590.1%
ABBV vs AXP
+435.0%
+155.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | +7.0% | +5.0% | +2.0% | +5.7% |
| 3M | +19.2% | -4.2% | +23.5% | +20.3% |
| 6M | +47.8% | +2.9% | +44.8% | +46.2% |
| YTD | +32.5% | -11.6% | +44.1% | +35.1% |
| 1Y | +38.4% | -11.1% | +49.5% | +40.9% |
| 3Y | +134.3% | +116.7% | +17.6% | +88.2% |
| 5Y | +200.6% | +89.6% | +111.0% | +143.8% |
| 10Y | +590.1% | +428.4% | +161.7% | +329.0% |
| All | +590.1% | +435.0% | +155.1% | +329.0% |
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