-14.0%
ABT vs AXP
-12.6%
-1.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +6.0% | +4.4% | +1.6% | +5.6% |
| 3M | -1.9% | -6.4% | +4.5% | -1.3% |
| 6M | +31.2% | +4.2% | +27.0% | +30.6% |
| YTD | -11.2% | -12.4% | +1.1% | -11.7% |
| 1Y | -14.0% | -11.1% | -2.8% | -14.8% |
| All | -14.0% | -12.6% | -1.3% | -14.8% |
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 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