+140.3%
ASML vs AXP
+125.4%
+14.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.6% |
| 7D | -10.0% | +4.6% | -14.6% | -12.0% |
| 30D | -19.4% | +9.7% | -29.2% | -23.0% |
| 3M | -12.5% | -3.8% | -8.7% | -11.2% |
| 6M | +8.2% | +4.8% | +3.4% | +4.5% |
| YTD | +40.7% | -9.1% | +49.8% | +45.4% |
| 1Y | +46.1% | -6.7% | +52.8% | +48.5% |
| All | +140.3% | +125.4% | +14.9% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling