+465.4%
AXP vs CHD
+123.3%
+342.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -2.7% | +0.6% | -1.7% |
| 30D | -6.5% | -4.6% | -1.9% | -5.8% |
| 3M | +4.6% | +5.0% | -0.4% | +3.7% |
| 6M | +5.4% | -3.2% | +8.6% | +5.8% |
| YTD | -11.1% | +18.6% | -29.8% | -14.0% |
| 1Y | -0.3% | +4.8% | -5.1% | -1.6% |
| 3Y | +111.6% | +6.1% | +105.4% | +106.7% |
| 5Y | +117.6% | +24.0% | +93.6% | +103.9% |
| All | +465.4% | +123.3% | +342.2% | +383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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