+111.1%
AXP vs ABCL
+104.5%
+6.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -6.5% | +93.1% | -99.6% | -12.6% |
| 3M | +4.6% | +79.4% | -74.8% | -2.0% |
| 6M | +5.4% | +214.9% | -209.5% | -7.2% |
| YTD | -11.1% | +234.2% | -245.3% | -22.8% |
| 1Y | -0.3% | +174.8% | -175.1% | -12.8% |
| All | +111.1% | +104.5% | +6.6% | +76.6% |
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