+89.6%
AXP vs APD
+12.4%
+77.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +5.0% | +11.0% | -6.1% | +0.9% |
| 3M | -4.2% | +1.3% | -5.6% | -4.8% |
| 6M | +2.9% | +6.4% | -3.4% | +0.1% |
| YTD | -11.6% | +28.9% | -40.5% | -21.2% |
| 1Y | -11.1% | +23.2% | -34.3% | -19.3% |
| 3Y | +116.7% | +26.3% | +90.4% | +91.5% |
| 5Y | +89.6% | +12.0% | +77.6% | +65.7% |
| All | +89.6% | +12.4% | +77.2% | +65.7% |
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