-2.2%
SHOP vs AXP
+91.8%
-94.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.1% |
| 7D | -2.7% | -1.1% | -1.5% | -1.3% |
| 30D | -11.0% | +5.2% | -16.2% | -15.4% |
| 3M | +0.3% | -4.6% | +4.9% | +4.9% |
| 6M | +37.7% | +3.2% | +34.5% | +32.7% |
| YTD | -5.5% | -11.3% | +5.8% | +5.9% |
| 1Y | -0.2% | -11.0% | +10.8% | +11.5% |
| 3Y | +151.9% | +120.2% | +31.7% | +7.7% |
| 5Y | -2.2% | +91.7% | -93.9% | -50.8% |
| All | -2.2% | +91.8% | -94.0% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling