+333.0%
APP vs AXP
+118.2%
+214.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +3.2% |
| 7D | +0.9% | -2.1% | +3.0% | +2.7% |
| 30D | -23.3% | -6.5% | -16.7% | -18.7% |
| 3M | -42.6% | +4.6% | -47.3% | -44.9% |
| 6M | -33.6% | +5.4% | -39.0% | -36.6% |
| YTD | -52.4% | -11.1% | -41.3% | -47.9% |
| 1Y | -35.9% | -0.3% | -35.6% | -37.0% |
| 3Y | +642.2% | +111.6% | +530.6% | +287.7% |
| All | +333.0% | +118.2% | +214.8% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling