+232.9%
ABT vs AXP
+453.0%
-220.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +0.3% | -1.1% | +1.4% | +0.6% |
| 30D | +11.6% | +5.2% | +6.4% | +10.2% |
| 3M | +3.1% | -4.6% | +7.7% | +4.3% |
| 6M | +32.8% | +3.2% | +29.6% | +31.3% |
| YTD | -9.6% | -11.3% | +1.7% | -7.4% |
| 1Y | -10.4% | -11.0% | +0.6% | -8.4% |
| 3Y | +25.8% | +120.2% | -94.3% | -3.4% |
| 5Y | -3.4% | +91.7% | -95.2% | -24.4% |
| 10Y | +232.9% | +440.3% | -207.5% | +87.8% |
| All | +232.9% | +453.0% | -220.2% | +87.8% |
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