+424.9%
AXP vs ADM
+118.6%
+306.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +3.7% | -11.8% | +15.5% | +9.6% |
| 3M | -4.9% | -11.3% | +6.4% | -0.3% |
| 6M | +4.1% | -10.0% | +14.1% | +7.4% |
| YTD | -11.7% | +25.9% | -37.6% | -24.4% |
| 1Y | -11.7% | +26.7% | -38.4% | -24.9% |
| 3Y | +116.5% | +8.1% | +108.4% | +89.6% |
| 5Y | +89.5% | +23.5% | +66.0% | +39.4% |
| 10Y | +424.9% | +128.2% | +296.7% | +122.2% |
| All | +424.9% | +118.6% | +306.3% | +122.2% |
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