+407.0%
AXP vs SAP
+237.3%
+169.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +4.4% | +6.5% | -2.1% | +1.4% |
| 3M | -6.4% | +12.2% | -18.7% | -11.6% |
| 6M | +4.2% | +46.1% | -41.9% | -14.6% |
| YTD | -12.4% | -1.6% | -10.7% | -14.2% |
| 1Y | -11.1% | -5.1% | -6.0% | -11.2% |
| 3Y | +114.9% | +68.4% | +46.5% | +52.2% |
| 5Y | +87.4% | +79.4% | +8.0% | +24.3% |
| All | +407.0% | +237.3% | +169.7% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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