+6,606.2%
AXP vs APD
+6,285.2%
+321.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -0.7% |
| 7D | +0.4% | -0.7% | +1.1% | +0.8% |
| 30D | +7.0% | +10.1% | -3.1% | +1.5% |
| 3M | -6.6% | +4.9% | -11.5% | -9.2% |
| 6M | +3.5% | +2.5% | +1.0% | +1.1% |
| YTD | -11.2% | +27.8% | -39.0% | -23.8% |
| 1Y | -10.2% | +32.9% | -43.0% | -25.0% |
| 3Y | +120.0% | +13.4% | +106.7% | +92.9% |
| 5Y | +95.6% | +12.8% | +82.7% | +69.3% |
| 10Y | +468.1% | +194.6% | +273.6% | +185.7% |
| All | +6,606.2% | +6,285.2% | +321.0% | +594.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling