-10.9%
AXP vs APA
+89.4%
-100.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.1% | -8.7% | +7.6% | -2.1% |
| 30D | +5.2% | -2.4% | +7.6% | +4.9% |
| 3M | -4.6% | +19.0% | -23.6% | -2.4% |
| 6M | +3.2% | +26.8% | -23.6% | +6.6% |
| YTD | -11.3% | +87.3% | -98.7% | -11.8% |
| All | -10.9% | +89.4% | -100.3% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling