+440.3%
AXP vs APA
+0.9%
+439.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.1% | -8.7% | +7.6% | +0.9% |
| 30D | +5.2% | -2.4% | +7.6% | +5.4% |
| 3M | -4.6% | +19.0% | -23.6% | -9.2% |
| 6M | +3.2% | +26.8% | -23.6% | -4.1% |
| YTD | -11.3% | +87.3% | -98.7% | -26.5% |
| 1Y | -11.0% | +92.3% | -103.3% | -26.8% |
| 3Y | +120.2% | +37.3% | +82.9% | +89.0% |
| 5Y | +91.7% | +73.2% | +18.5% | +47.6% |
| 10Y | +440.3% | -0.9% | +441.2% | +217.6% |
| All | +440.3% | +0.9% | +439.5% | +217.6% |
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