+249.6%
ALAB vs AXP
+51.0%
+198.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.0% | +12.7% | +13.0% |
| 7D | -5.6% | -1.1% | -4.5% | -4.6% |
| 30D | -36.6% | +5.2% | -41.9% | -38.8% |
| 3M | -35.1% | -4.6% | -30.5% | -33.3% |
| 6M | +8.5% | +3.2% | +5.3% | +4.4% |
| YTD | +30.4% | -11.3% | +41.7% | +40.0% |
| 1Y | +31.0% | -11.0% | +42.1% | +40.1% |
| All | +249.6% | +51.0% | +198.7% | +187.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling