+248.5%
ALAB vs AXP
+50.6%
+197.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | -7.5% | -0.6% | -6.8% | -6.8% |
| 30D | -36.8% | +5.0% | -41.8% | -38.9% |
| 3M | -31.9% | -4.2% | -27.6% | -30.2% |
| 6M | +8.2% | +2.9% | +5.3% | +4.2% |
| YTD | +29.9% | -11.6% | +41.5% | +39.8% |
| 1Y | +24.4% | -11.1% | +35.5% | +33.0% |
| All | +248.5% | +50.6% | +197.9% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling