-11.2%
AXP vs SAP
-7.9%
-3.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.6% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +5.8% | +11.1% | -5.3% | +4.3% |
| 3M | -6.0% | +17.0% | -23.1% | -8.1% |
| 6M | +0.3% | +34.8% | -34.5% | -3.5% |
| YTD | -12.3% | -2.2% | -10.0% | -11.7% |
| 1Y | -11.2% | -6.4% | -4.8% | -6.2% |
| All | -11.2% | -7.9% | -3.4% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling