-5.6%
SHOP vs AXP
+118.2%
-123.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.5% |
| 7D | -5.1% | -2.1% | -3.0% | -3.0% |
| 30D | +0.6% | -6.5% | +7.1% | +7.3% |
| 3M | +25.0% | +4.6% | +20.4% | +19.2% |
| 6M | +11.9% | +5.4% | +6.5% | +6.0% |
| YTD | -9.9% | -11.1% | +1.3% | +0.7% |
| 1Y | 0.0% | -0.3% | +0.3% | -0.9% |
| 3Y | +117.5% | +111.6% | +5.9% | +2.8% |
| All | -5.6% | +118.2% | -123.7% | -55.4% |
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