+228.3%
ABT vs AXP
+435.0%
-206.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +11.6% | +5.0% | +6.6% | +10.2% |
| 3M | +2.3% | -4.2% | +6.6% | +3.4% |
| 6M | +32.7% | +2.9% | +29.8% | +31.4% |
| YTD | -9.6% | -11.6% | +1.9% | -7.4% |
| 1Y | -10.1% | -11.1% | +1.0% | -8.1% |
| 3Y | +25.2% | +116.7% | -91.5% | -3.4% |
| 5Y | -4.5% | +89.6% | -94.1% | -25.0% |
| 10Y | +228.3% | +428.4% | -200.1% | +88.1% |
| All | +228.3% | +435.0% | -206.7% | +88.1% |
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