+117.0%
AXP vs ALB
-44.4%
+161.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.3% |
| 7D | -2.1% | -8.1% | +6.0% | -0.6% |
| 30D | -6.5% | +6.3% | -12.8% | -7.8% |
| 3M | +4.6% | -23.6% | +28.2% | +9.5% |
| 6M | +5.4% | -24.6% | +30.0% | +9.5% |
| YTD | -11.1% | -10.3% | -0.9% | -11.9% |
| 1Y | -0.3% | +61.5% | -61.8% | -14.6% |
| 3Y | +111.6% | -34.0% | +145.6% | +111.1% |
| All | +117.0% | -44.4% | +161.4% | +121.3% |
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