+596.9%
AXP vs ACM
+230.8%
+366.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | -3.7% | +1.6% | -0.2% |
| 30D | -6.5% | -11.1% | +4.6% | -1.8% |
| 3M | +4.6% | -8.0% | +12.6% | +7.4% |
| 6M | +5.4% | -29.7% | +35.1% | +23.3% |
| YTD | -11.1% | -29.4% | +18.3% | +3.2% |
| 1Y | -0.3% | -46.4% | +46.1% | +32.4% |
| 3Y | +111.6% | -22.3% | +133.9% | +129.3% |
| 5Y | +117.6% | +4.5% | +113.1% | +100.7% |
| 10Y | +474.1% | +127.6% | +346.5% | +240.8% |
| All | +596.9% | +230.8% | +366.1% | +203.6% |
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