+428.4%
AXP vs CHD
+180.1%
+248.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.6% | +2.4% | -3.0% | -1.0% |
| 30D | +5.0% | +13.9% | -9.0% | +2.6% |
| 3M | -4.2% | +8.5% | -12.8% | -5.6% |
| 6M | +2.9% | +20.4% | -17.4% | -0.4% |
| YTD | -11.6% | +34.5% | -46.1% | -16.4% |
| 1Y | -11.1% | +33.8% | -44.8% | -15.9% |
| 3Y | +116.7% | +29.1% | +87.6% | +104.4% |
| 5Y | +89.6% | +31.2% | +58.4% | +75.6% |
| 10Y | +428.4% | +193.1% | +235.2% | +330.6% |
| All | +428.4% | +180.1% | +248.3% | +330.6% |
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