+114,578.9%
APH vs AXP
+11,731.1%
+102,847.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.4% |
| 7D | -12.7% | +0.4% | -13.1% | -12.9% |
| 30D | -19.2% | +7.0% | -26.2% | -21.5% |
| 3M | -16.7% | -6.6% | -10.1% | -14.6% |
| 6M | +5.1% | +3.5% | +1.7% | +3.2% |
| YTD | +6.6% | -11.2% | +17.7% | +10.6% |
| 1Y | +3.9% | -10.2% | +14.1% | +7.3% |
| 3Y | +246.0% | +120.0% | +126.0% | +146.3% |
| 5Y | +268.0% | +95.6% | +172.4% | +169.6% |
| 10Y | +868.2% | +468.1% | +400.1% | +343.0% |
| All | +114,578.9% | +11,731.1% | +102,847.8% | +19,278.4% |
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