-11.2%
AXP vs ADM
+28.3%
-39.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.3% |
| 7D | +0.6% | -9.0% | +9.6% | -0.6% |
| 30D | +5.8% | -14.0% | +19.8% | +3.9% |
| 3M | -6.0% | -9.2% | +3.1% | -7.0% |
| 6M | +0.3% | -9.2% | +9.5% | -0.9% |
| YTD | -12.3% | +24.2% | -36.5% | -15.2% |
| 1Y | -11.2% | +27.0% | -38.2% | -14.0% |
| All | -11.2% | +28.3% | -39.5% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling