+448.7%
AXP vs ALB
+33.3%
+415.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.6% | +9.1% | -8.5% | -1.6% |
| 30D | +5.8% | -3.4% | +9.2% | +6.5% |
| 3M | -6.0% | -20.6% | +14.6% | -1.2% |
| 6M | +0.3% | -48.2% | +48.5% | +16.6% |
| YTD | -12.3% | -29.2% | +17.0% | -8.3% |
| 1Y | -11.2% | +10.0% | -21.2% | -18.5% |
| 3Y | +117.0% | -12.9% | +129.9% | +92.2% |
| 5Y | +93.2% | -61.3% | +154.5% | +110.8% |
| All | +448.7% | +33.3% | +415.3% | +242.9% |
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