+8,434.7%
SHOP vs AXP
+369.8%
+8,064.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -5.1% | -2.1% | -3.0% | -3.8% |
| 30D | +0.6% | -6.5% | +7.1% | +4.7% |
| 3M | +25.0% | +4.6% | +20.4% | +21.7% |
| 6M | +11.9% | +5.4% | +6.5% | +8.7% |
| YTD | -9.9% | -11.1% | +1.3% | -3.1% |
| 1Y | 0.0% | -0.3% | +0.3% | +0.4% |
| 3Y | +117.5% | +111.6% | +5.9% | +48.7% |
| 5Y | -6.6% | +117.6% | -124.2% | -35.3% |
| 10Y | +3,320.3% | +474.1% | +2,846.2% | +1,352.2% |
| All | +8,434.7% | +369.8% | +8,064.9% | +3,987.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling