+61,451.9%
APH vs AXP
+11,737.8%
+49,714.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.2% | -46.6% | -47.3% |
| 7D | -48.7% | -2.4% | -46.3% | -48.0% |
| 30D | -51.9% | -6.5% | -45.4% | -50.4% |
| 3M | -43.6% | +4.6% | -48.2% | -44.4% |
| 6M | -37.5% | +5.4% | -43.0% | -38.7% |
| YTD | -38.6% | -11.1% | -27.5% | -35.9% |
| 1Y | -26.3% | -0.3% | -26.0% | -26.8% |
| 3Y | +89.2% | +111.6% | -22.4% | +37.6% |
| 5Y | +119.8% | +117.6% | +2.2% | +55.2% |
| 10Y | +454.3% | +474.1% | -19.9% | +154.0% |
| All | +61,451.9% | +11,737.8% | +49,714.2% | +10,375.0% |
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 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