+6,606.2%
AXP vs ADM
+1,573.2%
+5,033.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | -7.5% | +7.9% | +3.2% |
| 30D | +7.0% | -14.3% | +21.3% | +13.1% |
| 3M | -6.6% | -8.6% | +2.0% | -4.0% |
| 6M | +3.5% | -9.9% | +13.3% | +6.2% |
| YTD | -11.2% | +25.1% | -36.3% | -20.4% |
| 1Y | -10.2% | +28.8% | -39.0% | -20.5% |
| 3Y | +120.0% | +6.9% | +113.2% | +100.7% |
| 5Y | +95.6% | +25.9% | +69.7% | +64.2% |
| 10Y | +468.1% | +101.7% | +366.5% | +297.8% |
| All | +6,606.2% | +1,573.2% | +5,033.0% | +1,902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling