-11.8%
ABT vs AXP
-11.2%
-0.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -5.4% | -2.9% | -2.5% | -5.0% |
| 30D | +8.0% | +3.7% | +4.3% | +7.6% |
| 3M | +0.2% | -4.9% | +5.1% | +0.7% |
| 6M | +34.1% | +4.1% | +30.1% | +33.4% |
| YTD | -10.6% | -11.7% | +1.1% | -11.2% |
| 1Y | -11.8% | -11.7% | -0.1% | -12.5% |
| All | -11.8% | -11.2% | -0.6% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling