-11.6%
AXP vs ARWR
+24.2%
-35.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.6% | -17.7% | +17.1% | +0.6% |
| 30D | +5.0% | -21.9% | +26.9% | +6.6% |
| 3M | -4.2% | -44.5% | +40.3% | -0.5% |
| 6M | +2.9% | -32.6% | +35.5% | +5.2% |
| YTD | -11.6% | -26.2% | +14.6% | -10.6% |
| All | -11.6% | +24.2% | -35.8% | -12.3% |
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