+6,611.0%
AXP vs ARWR
-98.0%
+6,709.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.8% | +4.5% | -2.3% |
| 7D | +0.4% | -5.0% | +5.4% | +0.4% |
| 30D | +7.0% | -6.6% | +13.7% | +7.1% |
| 3M | -6.6% | -33.9% | +27.3% | -6.4% |
| 6M | +3.5% | -23.3% | +26.8% | +3.6% |
| YTD | -11.2% | -13.5% | +2.3% | -11.1% |
| 1Y | -10.2% | +42.5% | -52.7% | -10.4% |
| 3Y | +120.0% | +104.1% | +15.9% | +118.6% |
| 5Y | +95.6% | -28.8% | +124.4% | +94.9% |
| 10Y | +468.1% | +911.6% | -443.5% | +459.7% |
| All | +6,611.0% | -98.0% | +6,709.1% | +6,450.1% |
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 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