+6,606.2%
AXP vs APA
+835.7%
+5,770.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.8% |
| 7D | +0.4% | -15.6% | +16.0% | +4.2% |
| 30D | +7.0% | -0.9% | +7.9% | +6.8% |
| 3M | -6.6% | +26.1% | -32.7% | -12.4% |
| 6M | +3.5% | +6.1% | -2.6% | +0.1% |
| YTD | -11.2% | +82.8% | -94.0% | -25.8% |
| 1Y | -10.2% | +106.5% | -116.6% | -27.4% |
| 3Y | +120.0% | +21.9% | +98.2% | +94.9% |
| 5Y | +95.6% | +69.7% | +25.9% | +52.2% |
| 10Y | +468.1% | 0.0% | +468.1% | +290.8% |
| All | +6,606.2% | +835.7% | +5,770.5% | +3,504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling