+65.2%
ALAB vs AXP
+1.4%
+63.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.1% | +10.9% | +10.0% |
| 7D | +7.2% | -2.1% | +9.3% | +7.8% |
| 30D | -2.5% | -6.5% | +4.0% | -0.8% |
| 3M | -13.3% | +4.6% | -18.0% | -14.3% |
| 6M | +172.8% | +5.4% | +167.4% | +167.8% |
| YTD | +86.6% | -11.1% | +97.7% | +88.8% |
| 1Y | +65.2% | -0.3% | +65.5% | +78.9% |
| All | +65.2% | +1.4% | +63.7% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling