+116.7%
AXP vs ARWR
+81.3%
+35.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.6% | -17.7% | +17.1% | +1.2% |
| 30D | +5.0% | -21.9% | +26.9% | +7.5% |
| 3M | -4.2% | -44.5% | +40.3% | +1.4% |
| 6M | +2.9% | -32.6% | +35.5% | +6.3% |
| YTD | -11.6% | -26.2% | +14.6% | -10.0% |
| 1Y | -11.1% | +23.0% | -34.0% | -15.3% |
| 3Y | +116.7% | +81.8% | +35.0% | +80.1% |
| All | +116.7% | +81.3% | +35.4% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling