+23.0%
AXP vs ADVB
-97.4%
+120.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.2% |
| 7D | +4.6% | -29.5% | +34.1% | +4.8% |
| 30D | +9.7% | -66.9% | +76.6% | +10.4% |
| 3M | -3.8% | -73.7% | +69.9% | -3.1% |
| 6M | +4.8% | -64.8% | +69.6% | +3.2% |
| YTD | -9.1% | -64.0% | +55.0% | -11.3% |
| 1Y | -6.7% | -77.0% | +70.3% | -6.8% |
| All | +23.0% | -97.4% | +120.4% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling