+6,529.2%
AXP vs ALB
+2,194.2%
+4,335.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -3.5% |
| 7D | +0.4% | +5.5% | -5.1% | -1.4% |
| 30D | +7.0% | -7.5% | +14.5% | +9.4% |
| 3M | -6.6% | -16.9% | +10.4% | -1.8% |
| 6M | +3.5% | -49.2% | +52.7% | +26.9% |
| YTD | -11.2% | -29.9% | +18.7% | -5.5% |
| 1Y | -10.2% | +8.2% | -18.4% | -18.6% |
| 3Y | +120.0% | -19.4% | +139.5% | +94.5% |
| 5Y | +95.6% | -61.6% | +157.2% | +112.9% |
| 10Y | +468.1% | +34.6% | +433.5% | +231.1% |
| All | +6,529.2% | +2,194.2% | +4,335.0% | +1,458.4% |
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 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