+164.9%
ASML vs AXP
+110.9%
+54.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +1.1% | -2.1% | +3.2% | +2.1% |
| 30D | +2.2% | -6.5% | +8.7% | +5.5% |
| 3M | -2.3% | +4.6% | -6.9% | -5.3% |
| 6M | +23.0% | +5.4% | +17.6% | +18.6% |
| YTD | +61.1% | -11.1% | +72.2% | +68.8% |
| 1Y | +129.1% | -0.3% | +129.4% | +123.7% |
| All | +164.9% | +110.9% | +54.0% | +58.7% |
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