+6,614.9%
AXP vs ARWR
-97.0%
+6,711.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.1% |
| 30D | -6.5% | -0.7% | -5.9% | -6.5% |
| 3M | +4.6% | +14.9% | -10.2% | +4.6% |
| 6M | +5.4% | +32.6% | -27.2% | +5.2% |
| YTD | -11.1% | +30.0% | -41.2% | -11.3% |
| 1Y | -0.3% | +208.4% | -208.7% | -1.0% |
| 3Y | +111.6% | +208.8% | -97.2% | +109.7% |
| 5Y | +117.6% | +27.8% | +89.8% | +116.2% |
| 10Y | +474.1% | +1,107.6% | -633.4% | +464.7% |
| All | +6,614.9% | -97.0% | +6,711.9% | +6,440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling