+653.2%
ADI vs AXP
+428.9%
+224.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +0.7% | -2.9% | +3.5% | +2.4% |
| 30D | +0.7% | +3.7% | -3.0% | -1.3% |
| 3M | +6.5% | -4.9% | +11.4% | +9.1% |
| 6M | -2.7% | +4.1% | -6.7% | -5.6% |
| YTD | +52.2% | -11.7% | +63.9% | +60.0% |
| 1Y | +77.5% | -11.7% | +89.2% | +86.6% |
| 3Y | +148.8% | +116.5% | +32.3% | +60.7% |
| 5Y | +142.9% | +89.5% | +53.4% | +64.4% |
| 10Y | +653.2% | +424.9% | +228.3% | +196.6% |
| All | +653.2% | +428.9% | +224.3% | +196.6% |
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