+86.1%
AXP vs APA
+94.1%
-7.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -0.1% | +8.5% | -8.7% | -1.7% |
| 30D | +4.4% | +2.8% | +1.7% | +3.5% |
| 3M | -6.4% | +21.7% | -28.1% | -10.6% |
| 6M | +4.2% | +32.6% | -28.5% | -3.0% |
| YTD | -12.4% | +103.7% | -116.1% | -27.8% |
| 1Y | -11.1% | +101.8% | -112.9% | -26.8% |
| 3Y | +114.9% | +48.1% | +66.8% | +81.4% |
| All | +86.1% | +94.1% | -7.9% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling