+446.2%
APP vs AXP
+135.4%
+310.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.3% | +32.8% |
| 7D | +39.7% | +0.4% | +39.3% | +38.8% |
| 30D | +27.7% | +7.0% | +20.7% | +20.4% |
| 3M | -14.8% | -6.6% | -8.2% | -10.4% |
| 6M | -25.5% | +3.5% | -29.0% | -28.0% |
| YTD | -47.2% | -11.2% | -36.0% | -42.6% |
| 1Y | -42.3% | -10.2% | -32.1% | -38.0% |
| 3Y | +806.8% | +120.0% | +686.8% | +383.6% |
| 5Y | +261.6% | +95.6% | +166.1% | +104.8% |
| All | +446.2% | +135.4% | +310.7% | +182.9% |
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