+207.4%
ALAB vs AXP
+49.4%
+158.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +7.1% |
| 7D | -26.3% | +0.6% | -26.9% | -26.6% |
| 30D | -50.1% | +5.8% | -55.9% | -52.1% |
| 3M | -42.5% | -6.0% | -36.5% | -40.3% |
| 6M | -10.8% | +0.3% | -11.1% | -12.5% |
| YTD | +14.6% | -12.3% | +26.9% | +23.9% |
| 1Y | +17.1% | -11.2% | +28.4% | +25.1% |
| All | +207.4% | +49.4% | +158.0% | +154.3% |
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 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