+1,335.6%
ABBV vs AXP
+564.5%
+771.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +8.0% | +5.8% | +2.2% | +6.3% |
| 3M | +20.2% | -6.0% | +26.2% | +22.0% |
| 6M | +44.0% | +0.3% | +43.7% | +43.2% |
| YTD | +31.3% | -12.3% | +43.6% | +34.6% |
| 1Y | +37.0% | -11.2% | +48.2% | +39.9% |
| 3Y | +128.0% | +117.0% | +10.9% | +76.3% |
| 5Y | +196.9% | +93.2% | +103.7% | +130.4% |
| 10Y | +681.2% | +461.2% | +220.1% | +264.5% |
| All | +1,335.6% | +564.5% | +771.2% | +626.5% |
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