+1,857.1%
AXP vs CHRW
+3,613.5%
-1,756.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.7% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +7.0% | -5.0% | +12.0% | +8.5% |
| 3M | -6.6% | -16.1% | +9.5% | -1.4% |
| 6M | +3.5% | -22.6% | +26.1% | +10.8% |
| YTD | -11.2% | -19.3% | +8.1% | -7.8% |
| 1Y | -10.2% | -14.9% | +4.8% | -8.8% |
| 3Y | +120.0% | +68.0% | +52.0% | +62.9% |
| 5Y | +95.6% | +53.2% | +42.4% | +45.6% |
| 10Y | +468.1% | +134.8% | +333.3% | +241.1% |
| All | +1,857.1% | +3,613.5% | -1,756.5% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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