-5.1%
ABT vs AXP
+88.8%
-93.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -5.4% | -2.9% | -2.5% | -4.8% |
| 30D | +8.0% | +3.7% | +4.3% | +7.2% |
| 3M | +0.2% | -4.9% | +5.1% | +1.2% |
| 6M | +34.1% | +4.1% | +30.1% | +32.7% |
| YTD | -10.6% | -11.7% | +1.1% | -8.8% |
| 1Y | -11.8% | -11.7% | -0.1% | -10.1% |
| 3Y | +23.9% | +116.5% | -92.6% | -3.8% |
| 5Y | -5.1% | +89.5% | -94.6% | -24.4% |
| All | -5.1% | +88.8% | -93.9% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling