+189.3%
ALAB vs AXP
+51.3%
+138.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.3% | -17.3% | -18.1% |
| 7D | -38.2% | +0.4% | -38.6% | -38.3% |
| 30D | -54.0% | +7.0% | -61.0% | -56.1% |
| 3M | -43.6% | -6.6% | -37.0% | -41.2% |
| 6M | -16.8% | +3.5% | -20.2% | -20.1% |
| YTD | +7.9% | -11.2% | +19.0% | +15.7% |
| 1Y | -1.4% | -10.2% | +8.8% | +4.6% |
| All | +189.3% | +51.3% | +138.1% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling