-63.7%
ADBE vs AXP
+87.1%
-150.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.1% |
| 7D | -3.2% | -2.1% | -1.1% | -2.2% |
| 30D | +1.0% | +2.7% | -1.7% | -0.3% |
| 3M | -7.8% | -7.3% | -0.5% | -4.5% |
| 6M | -1.0% | +1.8% | -2.7% | -2.5% |
| YTD | -31.8% | -13.1% | -18.8% | -28.0% |
| 1Y | -29.2% | -13.7% | -15.5% | -25.0% |
| 3Y | -60.1% | +113.1% | -173.2% | -74.7% |
| 5Y | -63.7% | +85.9% | -149.7% | -75.4% |
| All | -63.7% | +87.1% | -150.9% | -75.4% |
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