-59.7%
ADBE vs AXP
+118.2%
-177.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.2% |
| 7D | -8.6% | -2.1% | -6.5% | -7.7% |
| 30D | +2.8% | -6.5% | +9.3% | +5.9% |
| 3M | +3.1% | +4.6% | -1.5% | +0.4% |
| 6M | -2.4% | +5.4% | -7.8% | -5.5% |
| YTD | -23.9% | -11.1% | -12.7% | -20.4% |
| 1Y | -22.6% | -0.3% | -22.3% | -23.7% |
| 3Y | -52.7% | +111.6% | -164.3% | -69.2% |
| All | -59.7% | +118.2% | -177.9% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling