+440.3%
AXP vs ALB
+38.2%
+402.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -1.1% | +9.5% | -10.6% | -3.4% |
| 30D | +5.2% | -2.1% | +7.4% | +5.6% |
| 3M | -4.6% | -24.1% | +19.6% | +1.6% |
| 6M | +3.2% | -51.0% | +54.2% | +21.9% |
| YTD | -11.3% | -29.3% | +18.0% | -7.4% |
| 1Y | -11.0% | +3.2% | -14.2% | -16.8% |
| 3Y | +120.2% | -9.3% | +129.5% | +92.4% |
| 5Y | +91.7% | -61.6% | +153.4% | +109.9% |
| 10Y | +440.3% | +40.8% | +399.5% | +235.1% |
| All | +440.3% | +38.2% | +402.1% | +235.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling