+612.8%
AXP vs ACM
+240.6%
+372.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.8% | +0.7% |
| 7D | +4.6% | +9.5% | -4.9% | -0.1% |
| 30D | +9.7% | +14.7% | -5.0% | +2.2% |
| 3M | -3.8% | -9.5% | +5.7% | -0.1% |
| 6M | +4.8% | -18.0% | +22.8% | +13.1% |
| YTD | -9.1% | -27.3% | +18.2% | +3.7% |
| 1Y | -6.7% | -47.0% | +40.3% | +24.6% |
| 3Y | +125.2% | -10.6% | +135.8% | +126.6% |
| 5Y | +105.0% | +5.3% | +99.7% | +88.6% |
| 10Y | +481.5% | +167.0% | +314.5% | +219.4% |
| All | +612.8% | +240.6% | +372.2% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling