+234.1%
ABT vs AXP
+418.6%
-184.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +6.0% | +4.4% | +1.6% | +4.8% |
| 3M | -1.9% | -6.4% | +4.5% | -0.2% |
| 6M | +31.2% | +4.2% | +27.0% | +29.4% |
| YTD | -11.2% | -12.4% | +1.1% | -8.8% |
| 1Y | -14.0% | -11.1% | -2.8% | -12.0% |
| 3Y | +20.7% | +114.9% | -94.2% | -6.8% |
| 5Y | -6.7% | +87.4% | -94.1% | -26.5% |
| All | +234.1% | +418.6% | -184.5% | +84.5% |
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 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