+428.4%
AXP vs SAP
+222.2%
+206.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.4% |
| 7D | -0.6% | +1.5% | -2.1% | -1.4% |
| 30D | +5.0% | +8.8% | -3.9% | +0.9% |
| 3M | -4.2% | +12.1% | -16.3% | -9.6% |
| 6M | +2.9% | +34.6% | -31.6% | -12.1% |
| YTD | -11.6% | -2.1% | -9.5% | -13.2% |
| 1Y | -11.1% | -5.5% | -5.5% | -11.0% |
| 3Y | +116.7% | +67.4% | +49.3% | +54.1% |
| 5Y | +89.6% | +74.6% | +15.0% | +27.8% |
| 10Y | +428.4% | +224.0% | +204.4% | +168.2% |
| All | +428.4% | +222.2% | +206.2% | +168.2% |
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