-37.0%
APP vs AXP
-11.3%
-25.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +10.6% |
| 7D | +71.2% | +0.6% | +70.6% | +69.1% |
| 30D | +39.1% | +5.8% | +33.3% | +32.3% |
| 3M | +16.5% | -6.0% | +22.6% | +20.7% |
| 6M | -16.6% | +0.3% | -16.9% | -17.5% |
| YTD | -41.9% | -12.3% | -29.7% | -39.7% |
| 1Y | -37.0% | -11.2% | -25.8% | -34.3% |
| All | -37.0% | -11.3% | -25.7% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling