+469.1%
AXP vs APA
+7.4%
+461.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | -2.1% | +0.5% | -2.7% | -2.3% |
| 30D | -6.5% | +23.4% | -29.9% | -11.3% |
| 3M | +4.6% | +12.7% | -8.0% | +0.8% |
| 6M | +5.4% | +39.4% | -34.0% | -4.8% |
| YTD | -11.1% | +79.0% | -90.1% | -25.0% |
| 1Y | -0.3% | +88.8% | -89.1% | -17.8% |
| 3Y | +111.6% | +6.4% | +105.2% | +94.0% |
| 5Y | +117.6% | +153.0% | -35.4% | +52.8% |
| All | +469.1% | +7.4% | +461.8% | +234.2% |
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