+6,606.2%
AXP vs CHD
+11,559.2%
-4,953.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +0.4% | +5.0% | -4.6% | -0.9% |
| 30D | +7.0% | +15.3% | -8.3% | +2.9% |
| 3M | -6.6% | +7.7% | -14.3% | -8.5% |
| 6M | +3.5% | +19.8% | -16.3% | -1.7% |
| YTD | -11.2% | +34.0% | -45.2% | -18.5% |
| 1Y | -10.2% | +30.1% | -40.3% | -17.0% |
| 3Y | +120.0% | +33.0% | +87.1% | +99.7% |
| 5Y | +95.6% | +33.1% | +62.4% | +75.1% |
| 10Y | +468.1% | +189.4% | +278.7% | +290.8% |
| All | +6,606.2% | +11,559.2% | -4,953.0% | +1,646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling