+448.7%
AXP vs ARWR
+906.2%
-457.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | +5.8% | -5.4% | +11.2% | +6.4% |
| 3M | -6.0% | -32.2% | +26.2% | -2.4% |
| 6M | +0.3% | -26.5% | +26.8% | +2.8% |
| YTD | -12.3% | -12.4% | +0.1% | -12.1% |
| 1Y | -11.2% | +46.9% | -58.1% | -16.4% |
| 3Y | +117.0% | +116.0% | +1.1% | +86.6% |
| 5Y | +93.2% | -28.0% | +121.1% | +78.5% |
| All | +448.7% | +906.2% | -457.5% | +323.6% |
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