+6,533.0%
AXP vs ALB
+2,835.3%
+3,697.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.4% |
| 7D | -2.1% | -8.1% | +6.0% | +0.6% |
| 30D | -6.5% | +6.3% | -12.8% | -8.8% |
| 3M | +4.6% | -23.6% | +28.2% | +13.2% |
| 6M | +5.4% | -24.6% | +30.0% | +12.5% |
| YTD | -11.1% | -10.3% | -0.9% | -12.3% |
| 1Y | -0.3% | +61.5% | -61.8% | -22.0% |
| 3Y | +111.6% | -34.0% | +145.6% | +104.0% |
| 5Y | +117.6% | -44.6% | +162.2% | +108.3% |
| 10Y | +474.1% | +76.1% | +398.0% | +207.1% |
| All | +6,533.0% | +2,835.3% | +3,697.7% | +1,346.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling