+296.4%
ARM vs AXP
+110.3%
+186.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.8% |
| 7D | +5.5% | -2.1% | +7.6% | +7.2% |
| 30D | -8.2% | -6.5% | -1.6% | -3.4% |
| 3M | -35.9% | +4.6% | -40.6% | -38.4% |
| 6M | +103.1% | +5.4% | +97.7% | +92.8% |
| YTD | +130.6% | -11.1% | +141.7% | +150.4% |
| 1Y | +86.1% | -0.3% | +86.4% | +79.3% |
| All | +296.4% | +110.3% | +186.1% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling