+3,781.0%
SHOP vs AXP
+418.6%
+3,362.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -14.7% | +4.4% | -19.2% | -16.9% |
| 3M | -7.2% | -6.4% | -0.8% | -3.4% |
| 6M | +54.2% | +4.2% | +50.0% | +50.4% |
| YTD | -8.6% | -12.4% | +3.7% | -0.8% |
| 1Y | +0.5% | -11.1% | +11.6% | +8.2% |
| 3Y | +135.9% | +114.9% | +21.1% | +59.2% |
| 5Y | -11.9% | +87.4% | -99.3% | -35.5% |
| All | +3,781.0% | +418.6% | +3,362.4% | +1,855.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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