+117.0%
AXP vs APTV
-67.9%
+184.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.2% |
| 7D | -2.1% | +4.8% | -6.9% | -3.7% |
| 30D | -6.5% | +2.0% | -8.5% | -7.4% |
| 3M | +4.6% | -34.2% | +38.9% | +19.9% |
| 6M | +5.4% | -34.7% | +40.1% | +19.5% |
| YTD | -11.1% | -37.0% | +25.9% | +1.7% |
| 1Y | -0.3% | -40.4% | +40.1% | +16.3% |
| 3Y | +111.6% | -54.1% | +165.7% | +164.2% |
| All | +117.0% | -67.9% | +184.9% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling