+162.2%
ARM vs AXP
+110.2%
+52.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.3% | -10.8% | -11.3% |
| 7D | -27.1% | +0.4% | -27.5% | -27.3% |
| 30D | -44.9% | +7.0% | -51.9% | -47.8% |
| 3M | -39.3% | -6.6% | -32.7% | -36.3% |
| 6M | -20.2% | +3.5% | -23.6% | -23.0% |
| YTD | +52.5% | -11.2% | +63.7% | +65.0% |
| 1Y | +4.1% | -10.2% | +14.2% | +11.0% |
| 3Y | +211.7% | +120.0% | +91.6% | +43.7% |
| All | +162.2% | +110.2% | +52.0% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling