+6,784.1%
ABT vs AXP
+6,571.9%
+212.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | +12.0% | +5.8% | +6.2% | +10.6% |
| 3M | +2.5% | -6.0% | +8.5% | +3.9% |
| 6M | +29.1% | +0.3% | +28.8% | +28.7% |
| YTD | -10.1% | -12.3% | +2.2% | -8.0% |
| 1Y | -9.8% | -11.2% | +1.4% | -8.0% |
| 3Y | +23.3% | +117.0% | -93.8% | +0.4% |
| 5Y | -2.4% | +93.2% | -95.5% | -19.5% |
| 10Y | +239.4% | +461.2% | -221.8% | +111.1% |
| All | +6,784.1% | +6,571.9% | +212.2% | +2,000.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling