+10.3%
ARM vs AXP
-11.3%
+21.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +6.0% | +5.2% |
| 7D | -15.2% | +0.6% | -15.8% | -15.4% |
| 30D | -40.7% | +5.8% | -46.5% | -42.1% |
| 3M | -39.1% | -6.0% | -33.1% | -37.3% |
| 6M | -26.4% | +0.3% | -26.7% | -26.5% |
| YTD | +59.7% | -12.3% | +72.0% | +64.4% |
| 1Y | +10.3% | -11.2% | +21.6% | +13.4% |
| All | +10.3% | -11.3% | +21.7% | +13.4% |
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