+469.1%
AXP vs ADM
+159.1%
+310.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | +3.8% | -5.9% | -3.9% |
| 30D | -6.5% | +9.8% | -16.3% | -10.8% |
| 3M | +4.6% | +2.1% | +2.5% | +2.8% |
| 6M | +5.4% | +27.5% | -22.1% | -8.1% |
| YTD | -11.1% | +50.2% | -61.3% | -29.2% |
| 1Y | -0.3% | +40.6% | -40.9% | -18.5% |
| 3Y | +111.6% | +17.2% | +94.3% | +83.6% |
| 5Y | +117.6% | +61.9% | +55.7% | +39.6% |
| All | +469.1% | +159.1% | +310.0% | +140.9% |
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