+30.8%
ASML vs AXP
-8.6%
+39.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.8% |
| 7D | -19.0% | +0.4% | -19.4% | -19.0% |
| 30D | -25.9% | +7.0% | -33.0% | -27.1% |
| 3M | -19.1% | -6.6% | -12.5% | -17.5% |
| 6M | -5.7% | +3.5% | -9.2% | -7.6% |
| YTD | +27.6% | -11.2% | +38.8% | +28.4% |
| 1Y | +30.8% | -10.2% | +40.9% | +32.0% |
| All | +30.8% | -8.6% | +39.4% | +32.0% |
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