+137.3%
ADBE vs AXP
+418.6%
-281.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +1.0% | +4.4% | -3.4% | -0.8% |
| 3M | -10.1% | -6.4% | -3.7% | -7.7% |
| 6M | +3.0% | +4.2% | -1.2% | +0.8% |
| YTD | -30.5% | -12.4% | -18.2% | -27.4% |
| 1Y | -27.1% | -11.1% | -16.0% | -24.4% |
| 3Y | -58.8% | +114.9% | -173.7% | -70.8% |
| 5Y | -63.0% | +87.4% | -150.5% | -72.7% |
| All | +137.3% | +418.6% | -281.3% | +19.3% |
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