-0.3%
AXP vs ACM
-45.8%
+45.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.1% | -3.7% | +1.6% | -1.5% |
| 30D | -6.5% | -11.1% | +4.6% | -4.6% |
| 3M | +4.6% | -8.0% | +12.6% | +6.0% |
| 6M | +5.4% | -29.7% | +35.1% | +14.6% |
| YTD | -11.1% | -29.4% | +18.3% | -3.0% |
| 1Y | -0.3% | -46.4% | +46.1% | +11.7% |
| All | -0.3% | -45.8% | +45.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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