+127.4%
ADBE vs AXP
+435.0%
-307.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | -2.3% | +5.0% | -7.3% | -4.2% |
| 3M | -13.3% | -4.2% | -9.0% | -11.8% |
| 6M | -6.5% | +2.9% | -9.4% | -8.0% |
| YTD | -32.4% | -11.6% | -20.8% | -29.6% |
| 1Y | -28.0% | -11.1% | -16.9% | -25.3% |
| 3Y | -60.4% | +116.7% | -177.1% | -72.0% |
| 5Y | -63.4% | +89.6% | -153.1% | -73.1% |
| 10Y | +127.4% | +428.4% | -301.0% | +16.6% |
| All | +127.4% | +435.0% | -307.6% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling