+407.0%
AXP vs ARWR
+1,024.2%
-617.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -0.1% | -17.8% | +17.7% | +1.8% |
| 30D | +4.4% | -18.1% | +22.6% | +6.5% |
| 3M | -6.4% | -44.2% | +37.8% | -0.8% |
| 6M | +4.2% | -38.6% | +42.8% | +8.8% |
| YTD | -12.4% | -28.0% | +15.7% | -10.5% |
| 1Y | -11.1% | +16.1% | -27.2% | -14.4% |
| 3Y | +114.9% | +84.0% | +30.9% | +86.7% |
| 5Y | +87.4% | -35.4% | +122.8% | +74.9% |
| All | +407.0% | +1,024.2% | -617.2% | +290.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling