+1,644.6%
ASML vs AXP
+474.4%
+1,170.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.8% |
| 7D | +1.1% | -2.1% | +3.2% | +2.2% |
| 30D | +2.2% | -6.5% | +8.7% | +5.7% |
| 3M | -2.3% | +4.6% | -6.9% | -5.2% |
| 6M | +23.0% | +5.4% | +17.6% | +18.7% |
| YTD | +61.1% | -11.1% | +72.2% | +69.1% |
| 1Y | +129.1% | -0.3% | +129.4% | +125.0% |
| 3Y | +165.4% | +111.6% | +53.8% | +71.2% |
| 5Y | +109.5% | +117.6% | -8.1% | +32.2% |
| All | +1,644.6% | +474.4% | +1,170.2% | +661.6% |
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