+403.0%
AXP vs ATI
+1,002.4%
-599.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -2.1% | +13.0% | -15.1% | -5.8% |
| 30D | +2.7% | +0.2% | +2.5% | +2.0% |
| 3M | -7.3% | -17.5% | +10.2% | -2.6% |
| 6M | +1.8% | +18.1% | -16.3% | -5.4% |
| YTD | -13.1% | +65.7% | -78.8% | -28.3% |
| 1Y | -13.7% | +91.9% | -105.6% | -32.2% |
| 3Y | +113.1% | +335.2% | -222.1% | +22.0% |
| 5Y | +85.9% | +1,004.3% | -918.4% | -24.6% |
| All | +403.0% | +1,002.4% | -599.4% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling