+120.0%
ADBE vs AXP
+453.0%
-333.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.2% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | -2.0% | +5.2% | -7.3% | -4.1% |
| 3M | -10.5% | -4.6% | -5.9% | -8.8% |
| 6M | -6.2% | +3.2% | -9.4% | -7.9% |
| YTD | -32.2% | -11.3% | -20.8% | -29.5% |
| 1Y | -27.4% | -11.0% | -16.4% | -24.7% |
| 3Y | -58.9% | +120.2% | -179.1% | -71.1% |
| 5Y | -64.5% | +91.7% | -156.2% | -73.9% |
| 10Y | +120.0% | +440.3% | -320.3% | +17.3% |
| All | +120.0% | +453.0% | -333.0% | +17.3% |
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 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