+97,349.8%
ASML vs AXP
+5,111.6%
+92,238.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.8% |
| 7D | +1.1% | -2.1% | +3.2% | +2.2% |
| 30D | +2.2% | -6.5% | +8.7% | +5.8% |
| 3M | -2.3% | +4.6% | -6.9% | -5.3% |
| 6M | +23.0% | +5.4% | +17.6% | +18.7% |
| YTD | +61.1% | -11.1% | +72.2% | +69.2% |
| 1Y | +129.1% | -0.3% | +129.4% | +125.1% |
| 3Y | +165.4% | +111.6% | +53.8% | +70.6% |
| 5Y | +109.5% | +117.6% | -8.1% | +31.3% |
| 10Y | +1,645.7% | +474.1% | +1,171.6% | +494.9% |
| All | +97,349.8% | +5,111.6% | +92,238.2% | +9,262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling