+6,684.6%
AXP vs ALB
+2,114.9%
+4,569.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +0.4% |
| 7D | +4.6% | -2.1% | +6.7% | +5.2% |
| 30D | +9.7% | -9.0% | +18.7% | +12.9% |
| 3M | -3.8% | -21.1% | +17.4% | +3.0% |
| 6M | +4.8% | -49.9% | +54.7% | +29.2% |
| YTD | -9.1% | -32.3% | +23.2% | -2.1% |
| 1Y | -6.7% | +8.6% | -15.3% | -15.6% |
| 3Y | +125.2% | -22.2% | +147.4% | +101.5% |
| 5Y | +105.0% | -63.0% | +167.9% | +126.0% |
| 10Y | +481.5% | +29.9% | +451.5% | +243.0% |
| All | +6,684.6% | +2,114.9% | +4,569.7% | +1,514.5% |
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