+182.6%
ABBV vs AXP
+118.2%
+64.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +0.4% | -2.1% | +2.5% | +0.7% |
| 30D | +4.2% | -6.5% | +10.7% | +5.1% |
| 3M | +14.8% | +4.6% | +10.2% | +14.0% |
| 6M | +10.3% | +5.4% | +4.8% | +9.3% |
| YTD | +14.9% | -11.1% | +26.0% | +16.2% |
| 1Y | +24.1% | -0.3% | +24.4% | +23.2% |
| 3Y | +91.9% | +111.6% | -19.6% | +70.3% |
| All | +182.6% | +118.2% | +64.4% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling