+212.1%
ABT vs AXP
+471.5%
-259.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -3.7% | -2.1% | -1.6% | -3.1% |
| 30D | +2.5% | -6.5% | +9.0% | +4.3% |
| 3M | +20.2% | +4.6% | +15.5% | +18.5% |
| 6M | -2.9% | +5.4% | -8.4% | -4.6% |
| YTD | -11.9% | -11.1% | -0.8% | -9.8% |
| 1Y | -16.5% | -0.3% | -16.2% | -17.4% |
| 3Y | +12.1% | +111.6% | -99.5% | -13.1% |
| 5Y | -7.4% | +117.6% | -125.0% | -30.3% |
| All | +212.1% | +471.5% | -259.4% | +68.6% |
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