-16.8%
ALAB vs AXP
+2.1%
-18.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.3% | -17.3% | -19.6% |
| 7D | -38.2% | +0.4% | -38.6% | -37.8% |
| 30D | -54.0% | +7.0% | -61.0% | -53.5% |
| 3M | -43.6% | -6.6% | -37.0% | -41.9% |
| 6M | -16.8% | +3.5% | -20.2% | -12.2% |
| All | -16.8% | +2.1% | -18.8% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling