+6,524.1%
AXP vs CHD
+11,349.8%
-4,825.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +0.6% | +2.0% | -1.4% | +0.1% |
| 30D | +5.8% | +13.0% | -7.2% | +2.3% |
| 3M | -6.0% | +6.1% | -12.1% | -7.6% |
| 6M | +0.3% | +15.9% | -15.6% | -3.9% |
| YTD | -12.3% | +31.6% | -43.9% | -19.1% |
| 1Y | -11.2% | +28.5% | -39.7% | -17.7% |
| 3Y | +117.0% | +30.5% | +86.6% | +98.0% |
| 5Y | +93.2% | +30.7% | +62.4% | +73.8% |
| 10Y | +461.2% | +184.2% | +277.0% | +287.9% |
| All | +6,524.1% | +11,349.8% | -4,825.7% | +1,633.6% |
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 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