+448.7%
AXP vs ADM
+98.0%
+350.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.6% | -9.0% | +9.6% | +4.9% |
| 30D | +5.8% | -14.0% | +19.8% | +13.0% |
| 3M | -6.0% | -9.2% | +3.1% | -2.7% |
| 6M | +0.3% | -9.2% | +9.5% | +2.9% |
| YTD | -12.3% | +24.2% | -36.5% | -24.2% |
| 1Y | -11.2% | +27.0% | -38.2% | -24.5% |
| 3Y | +117.0% | +6.6% | +110.4% | +91.8% |
| 5Y | +93.2% | +25.0% | +68.2% | +41.3% |
| All | +448.7% | +98.0% | +350.7% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling