+117.0%
AXP vs ARWR
+28.5%
+88.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | -6.5% | -0.7% | -5.9% | -6.5% |
| 3M | +4.6% | +14.9% | -10.2% | +2.2% |
| 6M | +5.4% | +32.6% | -27.2% | +0.6% |
| YTD | -11.1% | +30.0% | -41.2% | -15.2% |
| 1Y | -0.3% | +208.4% | -208.7% | -17.0% |
| 3Y | +111.6% | +208.8% | -97.2% | +62.3% |
| All | +117.0% | +28.5% | +88.5% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling