+137.9%
SHOP vs AXP
+120.3%
+17.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -3.9% |
| 7D | -13.9% | +0.4% | -14.3% | -14.0% |
| 30D | -12.6% | +7.0% | -19.6% | -17.8% |
| 3M | -0.3% | -6.6% | +6.3% | +6.0% |
| 6M | +33.6% | +3.5% | +30.1% | +28.7% |
| YTD | -10.7% | -11.2% | +0.5% | -0.7% |
| 1Y | -11.8% | -10.2% | -1.6% | -2.9% |
| All | +137.9% | +120.3% | +17.6% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling