Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AXP vs ALL✓SelectedUSD · ALLAXP vs ALL performance historyLatest closeAs of-1.11%09/04
Stock and ETF performance explorer

AXP vs ALL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+469.1%
ALL return
+370.7%
Excess return
+98.5%
Maximum drawdown
-49.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioALLExcessAlpha
1D-1.1%-1.3%+0.2%-0.3%
7D-2.1%0.0%-2.1%-2.1%
30D-6.5%-1.5%-5.1%-6.0%
3M+4.6%+23.6%-19.0%-9.8%
6M+5.4%+22.3%-16.9%-8.8%
YTD-11.1%+26.5%-37.6%-25.3%
1Y-0.3%+27.0%-27.3%-16.8%
3Y+111.6%+149.6%-38.0%+5.0%
5Y+117.6%+118.1%-0.5%+13.8%
All+469.1%+370.7%+98.5%+90.0%

Cumulative growth

Daily Returns

Daily percentage return beside ALL.

Daily Out/Under-Performance

Portfolio return minus ALL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…

10y analysis · Full analysis span regression · 6 months rolling