+440.3%
AXP vs APD
+192.6%
+247.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | -0.1% |
| 7D | -1.1% | -1.6% | +0.4% | -0.3% |
| 30D | +5.2% | +10.6% | -5.4% | -0.5% |
| 3M | -4.6% | +2.5% | -7.1% | -6.1% |
| 6M | +3.2% | +6.0% | -2.7% | -0.9% |
| YTD | -11.3% | +28.4% | -39.8% | -24.6% |
| 1Y | -11.0% | +22.2% | -33.2% | -22.3% |
| 3Y | +120.2% | +26.6% | +93.6% | +80.6% |
| 5Y | +91.7% | +11.8% | +80.0% | +64.9% |
| 10Y | +440.3% | +187.8% | +252.6% | +144.5% |
| All | +440.3% | +192.6% | +247.8% | +144.5% |
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