+506.6%
APP vs AXP
+134.4%
+372.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.3% |
| 7D | +61.1% | -0.6% | +61.7% | +61.2% |
| 30D | +42.8% | +5.0% | +37.8% | +36.7% |
| 3M | +16.7% | -4.2% | +20.9% | +19.8% |
| 6M | -15.6% | +2.9% | -18.5% | -18.1% |
| YTD | -41.3% | -11.6% | -29.7% | -36.0% |
| 1Y | -39.3% | -11.1% | -28.2% | -34.2% |
| 3Y | +803.2% | +116.7% | +686.5% | +386.7% |
| 5Y | +313.2% | +89.6% | +223.5% | +135.4% |
| All | +506.6% | +134.4% | +372.3% | +215.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling