+24.4%
ALAB vs AXP
-11.5%
+35.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -7.5% | -0.6% | -6.8% | -7.1% |
| 30D | -36.8% | +5.0% | -41.8% | -37.4% |
| 3M | -31.9% | -4.2% | -27.6% | -30.7% |
| 6M | +8.2% | +2.9% | +5.3% | +7.1% |
| YTD | +29.9% | -11.6% | +41.5% | +33.5% |
| 1Y | +24.4% | -11.1% | +35.5% | +29.3% |
| All | +24.4% | -11.5% | +35.9% | +29.3% |
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