+469.1%
AXP vs SAP
+178.8%
+290.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.1% | -2.9% | +0.8% | -0.9% |
| 30D | -6.5% | +9.0% | -15.6% | -10.5% |
| 3M | +4.6% | +14.9% | -10.3% | -3.1% |
| 6M | +5.4% | +11.9% | -6.5% | -2.1% |
| YTD | -11.1% | -9.9% | -1.2% | -9.2% |
| 1Y | -0.3% | -19.5% | +19.2% | +7.8% |
| 3Y | +111.6% | +61.8% | +49.8% | +52.2% |
| 5Y | +117.6% | +56.2% | +61.4% | +54.8% |
| All | +469.1% | +178.8% | +290.3% | +192.0% |
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