+579.4%
ADI vs AXP
+449.9%
+129.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -12.8% | +0.6% | -13.4% | -13.1% |
| 30D | -11.3% | +5.8% | -17.2% | -14.1% |
| 3M | -3.4% | -6.0% | +2.7% | -0.4% |
| 6M | -12.0% | +0.3% | -12.3% | -13.0% |
| YTD | +35.3% | -12.3% | +47.5% | +42.7% |
| 1Y | +58.1% | -11.2% | +69.3% | +65.6% |
| 3Y | +127.4% | +117.0% | +10.3% | +46.7% |
| 5Y | +114.6% | +93.2% | +21.4% | +43.8% |
| All | +579.4% | +449.9% | +129.5% | +179.1% |
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