+982.2%
AXP vs ATI
+1,117.2%
-134.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.0% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -6.5% | +2.7% | -9.2% | -7.6% |
| 3M | +4.6% | +16.3% | -11.7% | -0.9% |
| 6M | +5.4% | +30.2% | -24.8% | -4.3% |
| YTD | -11.1% | +83.6% | -94.7% | -27.6% |
| 1Y | -0.3% | +173.0% | -173.3% | -28.5% |
| 3Y | +111.6% | +356.6% | -245.1% | +24.8% |
| 5Y | +117.6% | +1,074.2% | -956.6% | -7.2% |
| 10Y | +474.1% | +1,136.2% | -662.1% | +103.9% |
| All | +982.2% | +1,117.2% | -134.9% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling