+95.6%
AXP vs ABCL
-30.0%
+125.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.1% | -1.4% |
| 7D | +0.4% | -14.9% | +15.3% | +1.8% |
| 30D | +7.0% | -15.4% | +22.4% | +8.5% |
| 3M | -6.6% | +88.0% | -94.6% | -14.1% |
| 6M | +3.5% | +138.8% | -135.4% | -8.6% |
| YTD | -11.2% | +225.4% | -236.6% | -25.2% |
| 1Y | -10.2% | +137.3% | -147.5% | -21.6% |
| 3Y | +120.0% | +136.8% | -16.8% | +80.1% |
| 5Y | +95.6% | -26.2% | +121.8% | +78.3% |
| All | +95.6% | -30.0% | +125.6% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling