+187.2%
AXP vs ABCL
-80.5%
+267.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -8.0% | -1.7% |
| 7D | +0.6% | -3.2% | +3.8% | +0.7% |
| 30D | +5.8% | -7.4% | +13.2% | +6.2% |
| 3M | -6.0% | +81.9% | -87.9% | -11.3% |
| 6M | +0.3% | +135.7% | -135.4% | -8.1% |
| YTD | -12.3% | +247.4% | -259.6% | -22.8% |
| 1Y | -11.2% | +162.3% | -173.5% | -20.2% |
| 3Y | +117.0% | +165.5% | -48.4% | +86.4% |
| 5Y | +93.2% | -21.3% | +114.4% | +72.5% |
| All | +187.2% | -80.5% | +267.7% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling