+755.6%
AXP vs APTV
+194.6%
+561.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.3% |
| 7D | -2.1% | +4.8% | -6.9% | -4.0% |
| 30D | -6.5% | +2.0% | -8.5% | -7.6% |
| 3M | +4.6% | -34.2% | +38.9% | +22.1% |
| 6M | +5.4% | -34.7% | +40.1% | +21.3% |
| YTD | -11.1% | -37.0% | +25.9% | +3.4% |
| 1Y | -0.3% | -40.4% | +40.1% | +18.4% |
| 3Y | +111.6% | -54.1% | +165.7% | +168.0% |
| 5Y | +117.6% | -68.0% | +185.6% | +210.3% |
| 10Y | +474.1% | -15.5% | +489.6% | +393.8% |
| All | +755.6% | +194.6% | +561.1% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling