+630.6%
ADI vs AXP
+453.0%
+177.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.5% | +8.0% |
| 7D | -4.4% | -1.1% | -3.3% | -3.7% |
| 30D | -2.8% | +5.2% | -8.1% | -5.5% |
| 3M | +1.5% | -4.6% | +6.1% | +3.8% |
| 6M | -4.7% | +3.2% | -7.9% | -7.1% |
| YTD | +46.8% | -11.3% | +58.2% | +54.1% |
| 1Y | +74.9% | -11.0% | +85.9% | +83.1% |
| 3Y | +147.4% | +120.2% | +27.3% | +58.5% |
| 5Y | +131.9% | +91.7% | +40.2% | +56.1% |
| 10Y | +630.6% | +440.3% | +190.2% | +192.0% |
| All | +630.6% | +453.0% | +177.5% | +192.0% |
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