+40,257.2%
ADI vs AXP
+6,623.2%
+33,634.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -6.3% | -0.6% | -5.7% | -6.0% |
| 30D | -3.2% | +5.0% | -8.1% | -5.3% |
| 3M | +2.8% | -4.2% | +7.0% | +4.5% |
| 6M | -5.0% | +2.9% | -8.0% | -6.9% |
| YTD | +46.3% | -11.6% | +57.9% | +52.6% |
| 1Y | +71.6% | -11.1% | +82.7% | +78.6% |
| 3Y | +139.2% | +116.7% | +22.4% | +67.0% |
| 5Y | +136.4% | +89.6% | +46.8% | +72.3% |
| 10Y | +636.2% | +428.4% | +207.8% | +228.7% |
| All | +40,257.2% | +6,623.2% | +33,634.0% | +4,943.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling