+3,786.0%
AXP vs SAP
+2,542.1%
+1,243.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.8% |
| 7D | +0.4% | +4.0% | -3.7% | -1.1% |
| 30D | +7.0% | +15.7% | -8.7% | +1.5% |
| 3M | -6.6% | +23.4% | -30.0% | -13.7% |
| 6M | +3.5% | +41.3% | -37.8% | -10.1% |
| YTD | -11.2% | +2.0% | -13.2% | -14.2% |
| 1Y | -10.2% | -5.1% | -5.1% | -10.9% |
| 3Y | +120.0% | +82.1% | +37.9% | +69.3% |
| 5Y | +95.6% | +77.2% | +18.4% | +50.4% |
| 10Y | +468.1% | +233.6% | +234.5% | +244.0% |
| All | +3,786.0% | +2,542.1% | +1,243.9% | +1,218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling