+111.1%
AXP vs APTV
-53.8%
+164.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.9% |
| 7D | -2.1% | +4.8% | -6.9% | -3.3% |
| 30D | -6.5% | +2.0% | -8.5% | -7.2% |
| 3M | +4.6% | -34.2% | +38.9% | +16.2% |
| 6M | +5.4% | -34.7% | +40.1% | +16.3% |
| YTD | -11.1% | -37.0% | +25.9% | -1.2% |
| 1Y | -0.3% | -40.4% | +40.1% | +12.6% |
| All | +111.1% | -53.8% | +164.9% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling