+247.7%
APH vs AXP
+120.3%
+127.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.3% |
| 7D | -12.7% | +0.4% | -13.1% | -12.9% |
| 30D | -19.2% | +7.0% | -26.2% | -21.8% |
| 3M | -16.7% | -6.6% | -10.1% | -14.2% |
| 6M | +5.1% | +3.5% | +1.7% | +2.8% |
| YTD | +6.6% | -11.2% | +17.7% | +11.2% |
| 1Y | +3.9% | -10.2% | +14.1% | +7.7% |
| All | +247.7% | +120.3% | +127.5% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling