+89.6%
AXP vs CHD
+30.9%
+58.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +0.6% | +2.0% | -1.4% | +0.3% |
| 30D | +5.8% | +13.0% | -7.2% | +3.8% |
| 3M | -6.0% | +6.1% | -12.1% | -6.9% |
| 6M | +0.3% | +15.9% | -15.6% | -2.1% |
| YTD | -12.3% | +31.6% | -43.9% | -16.5% |
| 1Y | -11.2% | +28.5% | -39.7% | -15.2% |
| 3Y | +117.0% | +30.5% | +86.6% | +103.1% |
| All | +89.6% | +30.9% | +58.6% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling