+37,071.2%
ADI vs AXP
+6,658.5%
+30,412.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +0.4% | -2.1% | +2.5% | +1.4% |
| 30D | -3.8% | -6.5% | +2.7% | -0.9% |
| 3M | -15.3% | +4.6% | -19.9% | -17.2% |
| 6M | +6.7% | +5.4% | +1.3% | +3.5% |
| YTD | +34.8% | -11.1% | +45.9% | +40.4% |
| 1Y | +49.0% | -0.3% | +49.3% | +47.2% |
| 3Y | +108.1% | +111.6% | -3.5% | +46.8% |
| 5Y | +142.4% | +117.6% | +24.9% | +66.2% |
| 10Y | +589.9% | +474.1% | +115.8% | +197.2% |
| All | +37,071.2% | +6,658.5% | +30,412.7% | +4,542.1% |
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 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