+53.5%
ALAB vs AXP
-12.6%
+66.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | +16.3% | -0.1% | +16.4% | +16.4% |
| 30D | -26.1% | +4.4% | -30.6% | -26.7% |
| 3M | -31.3% | -6.4% | -24.9% | -29.6% |
| 6M | -1.0% | +4.2% | -5.2% | -2.3% |
| YTD | +33.3% | -12.4% | +45.7% | +37.0% |
| 1Y | +53.5% | -11.1% | +64.7% | +57.5% |
| All | +53.5% | -12.6% | +66.2% | +57.5% |
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