+89.6%
AXP vs ADM
+24.5%
+65.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.6% | -9.0% | +9.6% | +2.4% |
| 30D | +5.8% | -14.0% | +19.8% | +8.8% |
| 3M | -6.0% | -9.2% | +3.1% | -4.6% |
| 6M | +0.3% | -9.2% | +9.5% | +1.4% |
| YTD | -12.3% | +24.2% | -36.5% | -18.4% |
| 1Y | -11.2% | +27.0% | -38.2% | -18.0% |
| 3Y | +117.0% | +6.6% | +110.4% | +105.6% |
| All | +89.6% | +24.5% | +65.1% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling