+8.2%
ASML vs AXP
+4.3%
+3.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -3.5% |
| 7D | -10.0% | +4.6% | -14.6% | -9.9% |
| 30D | -19.4% | +9.7% | -29.2% | -19.4% |
| 3M | -12.5% | -3.8% | -8.7% | -12.1% |
| 6M | +8.2% | +4.8% | +3.4% | +6.1% |
| All | +8.2% | +4.3% | +3.9% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling