+1,156.2%
ABBV vs AXP
+573.1%
+583.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +0.4% | -2.1% | +2.5% | +0.9% |
| 30D | +4.2% | -6.5% | +10.7% | +6.0% |
| 3M | +14.8% | +4.6% | +10.2% | +13.1% |
| 6M | +10.3% | +5.4% | +4.8% | +8.3% |
| YTD | +14.9% | -11.1% | +26.0% | +17.5% |
| 1Y | +24.1% | -0.3% | +24.4% | +22.6% |
| 3Y | +91.9% | +111.6% | -19.6% | +49.6% |
| 5Y | +176.0% | +117.6% | +58.5% | +105.6% |
| 10Y | +502.9% | +474.1% | +28.8% | +178.9% |
| All | +1,156.2% | +573.1% | +583.1% | +534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling