+14.3%
ABT vs AXP
+110.9%
-96.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -3.7% | -2.1% | -1.6% | -3.5% |
| 30D | +2.5% | -6.5% | +9.0% | +3.2% |
| 3M | +20.2% | +4.6% | +15.5% | +19.6% |
| 6M | -2.9% | +5.4% | -8.4% | -3.5% |
| YTD | -11.9% | -11.1% | -0.8% | -11.3% |
| 1Y | -16.5% | -0.3% | -16.2% | -17.0% |
| All | +14.3% | +110.9% | -96.6% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling