-6.7%
AXP vs ALB
+4.7%
-11.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.0% |
| 7D | +4.6% | -2.1% | +6.7% | +4.6% |
| 30D | +9.7% | -9.0% | +18.7% | +10.1% |
| 3M | -3.8% | -21.1% | +17.4% | -3.0% |
| 6M | +4.8% | -49.9% | +54.7% | +6.9% |
| YTD | -9.1% | -32.3% | +23.2% | -8.3% |
| 1Y | -6.7% | +8.6% | -15.3% | -7.7% |
| All | -6.7% | +4.7% | -11.4% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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