+95.6%
AXP vs ACM
+1.8%
+93.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.2% |
| 7D | +0.4% | +5.1% | -4.7% | -2.0% |
| 30D | +7.0% | +11.5% | -4.5% | +1.5% |
| 3M | -6.6% | -10.5% | +3.9% | -2.2% |
| 6M | +3.5% | -20.4% | +23.8% | +14.3% |
| YTD | -11.2% | -28.9% | +17.7% | +4.0% |
| 1Y | -10.2% | -48.7% | +38.5% | +27.7% |
| 3Y | +120.0% | -12.5% | +132.6% | +114.8% |
| 5Y | +95.6% | +0.5% | +95.0% | +65.3% |
| All | +95.6% | +1.8% | +93.8% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling