+407.0%
AXP vs APD
+191.9%
+215.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.1% | +3.8% | -4.0% | -2.2% |
| 30D | +4.4% | +8.2% | -3.8% | 0.0% |
| 3M | -6.4% | +4.3% | -10.7% | -8.7% |
| 6M | +4.2% | +4.7% | -0.5% | +0.7% |
| YTD | -12.4% | +31.5% | -43.9% | -26.4% |
| 1Y | -11.1% | +23.5% | -34.6% | -22.9% |
| 3Y | +114.9% | +29.1% | +85.8% | +74.4% |
| 5Y | +87.4% | +15.9% | +71.5% | +57.6% |
| All | +407.0% | +191.9% | +215.1% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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