+8,355.9%
SHOP vs AXP
+369.6%
+7,986.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -4.7% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -12.6% | +7.0% | -19.6% | -16.0% |
| 3M | -0.3% | -6.6% | +6.3% | +3.8% |
| 6M | +33.6% | +3.5% | +30.1% | +30.9% |
| YTD | -10.7% | -11.2% | +0.5% | -4.0% |
| 1Y | -11.8% | -10.2% | -1.6% | -5.6% |
| 3Y | +133.9% | +120.0% | +13.8% | +56.3% |
| 5Y | -5.9% | +95.6% | -101.5% | -32.0% |
| 10Y | +3,571.8% | +468.1% | +3,103.6% | +1,468.2% |
| All | +8,355.9% | +369.6% | +7,986.3% | +3,951.1% |
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 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