+455.5%
AXP vs ARWR
+894.1%
-438.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.8% | +4.5% | -1.6% |
| 7D | +0.4% | -5.0% | +5.4% | +0.9% |
| 30D | +7.0% | -6.6% | +13.7% | +7.8% |
| 3M | -6.6% | -33.9% | +27.3% | -2.7% |
| 6M | +3.5% | -23.3% | +26.8% | +5.6% |
| YTD | -11.2% | -13.5% | +2.3% | -10.9% |
| 1Y | -10.2% | +42.5% | -52.7% | -15.1% |
| 3Y | +120.0% | +104.1% | +15.9% | +90.3% |
| 5Y | +95.6% | -28.8% | +124.4% | +81.0% |
| All | +455.5% | +894.1% | -438.6% | +329.4% |
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