-0.3%
AXP vs ARWR
+208.4%
-208.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | -6.5% | -0.7% | -5.9% | -6.5% |
| 3M | +4.6% | +14.9% | -10.2% | +3.7% |
| 6M | +5.4% | +32.6% | -27.2% | +3.5% |
| YTD | -11.1% | +30.0% | -41.2% | -12.7% |
| 1Y | -0.3% | +208.4% | -208.7% | -3.0% |
| All | -0.3% | +208.4% | -208.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling