+113.2%
AXP vs APA
+43.6%
+69.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.5% | -1.8% |
| 7D | -2.1% | +9.6% | -11.7% | -3.4% |
| 30D | +2.7% | -0.2% | +2.9% | +2.4% |
| 3M | -7.3% | +19.8% | -27.1% | -10.3% |
| 6M | +1.8% | +30.1% | -28.3% | -3.4% |
| YTD | -13.1% | +100.4% | -113.5% | -27.0% |
| 1Y | -13.7% | +105.2% | -118.9% | -28.2% |
| All | +113.2% | +43.6% | +69.6% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling