+19.3%
ARM vs AXP
-6.4%
+25.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -6.1% |
| 7D | -18.7% | +4.6% | -23.3% | -20.2% |
| 30D | -36.7% | +9.7% | -46.4% | -39.1% |
| 3M | -31.6% | -3.8% | -27.9% | -30.4% |
| 6M | -5.6% | +4.8% | -10.4% | -7.5% |
| YTD | +75.5% | -9.1% | +84.6% | +77.7% |
| 1Y | +19.3% | -6.7% | +26.0% | +20.4% |
| All | +19.3% | -6.4% | +25.7% | +20.4% |
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 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