+117.0%
AXP vs APD
+27.6%
+89.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -1.3% |
| 30D | -6.5% | +2.1% | -8.6% | -7.3% |
| 3M | +4.6% | +7.2% | -2.5% | +1.6% |
| 6M | +5.4% | +11.2% | -5.8% | +0.4% |
| YTD | -11.1% | +24.4% | -35.5% | -19.5% |
| 1Y | -0.3% | +6.7% | -7.0% | -3.9% |
| 3Y | +111.6% | +9.2% | +102.3% | +99.5% |
| All | +117.0% | +27.6% | +89.4% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling