+201.6%
ABBV vs AXP
+86.8%
+114.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +4.7% | +4.4% | +0.3% | +4.1% |
| 3M | +18.3% | -6.4% | +24.8% | +19.3% |
| 6M | +43.4% | +4.2% | +39.2% | +42.3% |
| YTD | +33.0% | -12.4% | +45.3% | +34.7% |
| 1Y | +30.8% | -11.1% | +41.9% | +32.2% |
| 3Y | +135.1% | +114.9% | +20.3% | +107.9% |
| All | +201.6% | +86.8% | +114.8% | +172.0% |
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