-6.7%
AXP vs ADVB
-76.7%
+70.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.1% |
| 7D | +4.6% | -29.5% | +34.1% | +4.2% |
| 30D | +9.7% | -66.9% | +76.6% | +8.5% |
| 3M | -3.8% | -73.7% | +69.9% | -5.0% |
| 6M | +4.8% | -64.8% | +69.6% | +3.1% |
| YTD | -9.1% | -64.0% | +55.0% | -10.5% |
| 1Y | -6.7% | -77.0% | +70.3% | -5.2% |
| All | -6.7% | -76.7% | +70.0% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling