+135.9%
SHOP vs AXP
+115.2%
+20.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -14.7% | +4.4% | -19.2% | -18.1% |
| 3M | -7.2% | -6.4% | -0.8% | -1.4% |
| 6M | +54.2% | +4.2% | +50.0% | +47.6% |
| YTD | -8.6% | -12.4% | +3.7% | +2.9% |
| 1Y | +0.5% | -11.1% | +11.6% | +11.6% |
| 3Y | +135.9% | +114.9% | +21.1% | +32.1% |
| All | +135.9% | +115.2% | +20.7% | +32.1% |
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