+23.3%
ABT vs AXP
+117.6%
-94.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | +3.5% | +0.6% | +2.9% | +3.5% |
| 30D | +12.0% | +5.8% | +6.2% | +11.4% |
| 3M | +2.5% | -6.0% | +8.5% | +3.1% |
| 6M | +29.1% | +0.3% | +28.8% | +28.9% |
| YTD | -10.1% | -12.3% | +2.2% | -9.3% |
| 1Y | -9.8% | -11.2% | +1.4% | -9.2% |
| 3Y | +23.3% | +117.0% | -93.8% | +12.1% |
| All | +23.3% | +117.6% | -94.3% | +12.1% |
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 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