+620.2%
ADI vs AXP
+418.6%
+201.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.2% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | -1.4% | +4.4% | -5.8% | -3.7% |
| 3M | +4.7% | -6.4% | +11.1% | +8.2% |
| 6M | -7.4% | +4.2% | -11.6% | -10.2% |
| YTD | +48.1% | -12.4% | +60.4% | +56.3% |
| 1Y | +69.6% | -11.1% | +80.8% | +77.6% |
| 3Y | +144.4% | +114.9% | +29.5% | +58.4% |
| 5Y | +134.1% | +87.4% | +46.7% | +59.4% |
| All | +620.2% | +418.6% | +201.6% | +189.3% |
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