+3,788.2%
AXP vs SAP
+2,233.8%
+1,554.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | -6.5% | +9.0% | -15.6% | -9.6% |
| 3M | +4.6% | +14.9% | -10.3% | -1.6% |
| 6M | +5.4% | +11.9% | -6.5% | -0.6% |
| YTD | -11.1% | -9.9% | -1.2% | -10.1% |
| 1Y | -0.3% | -19.5% | +19.2% | +4.9% |
| 3Y | +111.6% | +61.8% | +49.8% | +69.9% |
| 5Y | +117.6% | +56.2% | +61.4% | +75.0% |
| 10Y | +474.1% | +180.6% | +293.5% | +269.9% |
| All | +3,788.2% | +2,233.8% | +1,554.4% | +1,281.3% |
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