+7,013.9%
ABT vs AXP
+6,654.6%
+359.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +8.6% | +0.4% | +8.2% | +8.6% |
| 30D | +16.4% | +7.0% | +9.4% | +14.6% |
| 3M | +8.1% | -6.6% | +14.7% | +9.7% |
| 6M | +32.1% | +3.5% | +28.6% | +30.7% |
| YTD | -7.1% | -11.2% | +4.1% | -5.2% |
| 1Y | -6.5% | -10.2% | +3.6% | -4.9% |
| 3Y | +26.2% | +120.0% | -93.8% | +2.5% |
| 5Y | +0.9% | +95.6% | -94.7% | -17.0% |
| 10Y | +250.7% | +468.1% | -217.4% | +117.5% |
| All | +7,013.9% | +6,654.6% | +359.3% | +2,064.2% |
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