+3,608.8%
SHOP vs AXP
+449.9%
+3,158.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.3% |
| 7D | -5.4% | +0.6% | -6.0% | -5.7% |
| 30D | -10.3% | +5.8% | -16.1% | -13.3% |
| 3M | +1.0% | -6.0% | +7.0% | +4.8% |
| 6M | +41.2% | +0.3% | +40.9% | +41.0% |
| YTD | -7.5% | -12.3% | +4.8% | +0.3% |
| 1Y | -4.6% | -11.2% | +6.7% | +2.8% |
| 3Y | +146.4% | +117.0% | +29.4% | +65.8% |
| 5Y | -2.5% | +93.2% | -95.7% | -29.3% |
| All | +3,608.8% | +449.9% | +3,158.9% | +2,134.2% |
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