+407.0%
AXP vs APA
+8.7%
+398.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -0.1% | +8.5% | -8.7% | -2.0% |
| 30D | +4.4% | +2.8% | +1.7% | +3.4% |
| 3M | -6.4% | +21.7% | -28.1% | -11.3% |
| 6M | +4.2% | +32.6% | -28.5% | -4.2% |
| YTD | -12.4% | +103.7% | -116.1% | -28.7% |
| 1Y | -11.1% | +101.8% | -112.9% | -27.6% |
| 3Y | +114.9% | +48.1% | +66.8% | +81.2% |
| 5Y | +87.4% | +91.9% | -4.5% | +40.9% |
| All | +407.0% | +8.7% | +398.3% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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