+119.7%
AXP vs ABCL
+139.9%
-20.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.1% | -1.6% |
| 7D | +0.4% | -14.9% | +15.3% | +1.5% |
| 30D | +7.0% | -15.4% | +22.4% | +8.2% |
| 3M | -6.6% | +88.0% | -94.6% | -12.7% |
| 6M | +3.5% | +138.8% | -135.4% | -6.4% |
| YTD | -11.2% | +225.4% | -236.6% | -22.8% |
| 1Y | -10.2% | +137.3% | -147.5% | -19.6% |
| All | +119.7% | +139.9% | -20.2% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling