-11.7%
AXP vs ACM
-45.3%
+33.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -2.9% | +3.0% | -5.9% | -3.4% |
| 30D | +3.7% | +19.7% | -16.0% | +0.6% |
| 3M | -4.9% | +5.3% | -10.2% | -6.0% |
| 6M | +4.1% | -10.8% | +14.8% | +6.1% |
| YTD | -11.7% | -25.1% | +13.4% | -4.9% |
| 1Y | -11.7% | -45.8% | +34.1% | -5.7% |
| All | -11.7% | -45.3% | +33.5% | -5.7% |
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