+84.2%
ASML vs AXP
+105.5%
-21.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.9% |
| 7D | -10.0% | +4.6% | -14.6% | -12.5% |
| 30D | -19.4% | +9.7% | -29.2% | -23.9% |
| 3M | -12.5% | -3.8% | -8.7% | -11.0% |
| 6M | +8.2% | +4.8% | +3.4% | +3.7% |
| YTD | +40.7% | -9.1% | +49.8% | +46.1% |
| 1Y | +46.1% | -6.7% | +52.8% | +48.8% |
| 3Y | +138.5% | +125.2% | +13.3% | +28.0% |
| 5Y | +84.2% | +105.0% | -20.8% | +5.5% |
| All | +84.2% | +105.5% | -21.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling