+89.6%
AXP vs ALB
-61.7%
+151.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.6% | +9.1% | -8.5% | -1.1% |
| 30D | +5.8% | -3.4% | +9.2% | +6.3% |
| 3M | -6.0% | -20.6% | +14.6% | -2.3% |
| 6M | +0.3% | -48.2% | +48.5% | +12.6% |
| YTD | -12.3% | -29.2% | +17.0% | -9.4% |
| 1Y | -11.2% | +10.0% | -21.2% | -17.4% |
| 3Y | +117.0% | -12.9% | +129.9% | +94.8% |
| All | +89.6% | -61.7% | +151.3% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling