+440.3%
AXP vs ARWR
+921.6%
-481.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.3% | +16.4% | +2.7% |
| 7D | -1.1% | -17.3% | +16.2% | +0.7% |
| 30D | +5.2% | -21.5% | +26.8% | +7.8% |
| 3M | -4.6% | -43.8% | +39.2% | +1.1% |
| 6M | +3.2% | -32.3% | +35.5% | +6.6% |
| YTD | -11.3% | -25.8% | +14.5% | -9.7% |
| 1Y | -11.0% | +25.5% | -36.5% | -15.0% |
| 3Y | +120.2% | +84.1% | +36.0% | +91.2% |
| 5Y | +91.7% | -39.2% | +131.0% | +79.9% |
| 10Y | +440.3% | +1,072.4% | -632.0% | +313.9% |
| All | +440.3% | +921.6% | -481.2% | +313.9% |
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