-6.1%
SHOP vs AXP
-11.2%
+5.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -2.5% | -2.9% | +0.4% | +0.2% |
| 30D | -16.7% | +3.7% | -20.4% | -19.3% |
| 3M | -2.2% | -4.9% | +2.7% | +2.4% |
| 6M | +45.6% | +4.1% | +41.5% | +39.2% |
| YTD | -7.3% | -11.7% | +4.4% | +3.3% |
| 1Y | -6.1% | -11.7% | +5.6% | +4.2% |
| All | -6.1% | -11.2% | +5.1% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling