+4.8%
AXP vs ALC
+4.9%
-0.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | +1.0% |
| 7D | +4.6% | +10.7% | -6.1% | +2.8% |
| 30D | +9.7% | +20.2% | -10.4% | +6.6% |
| 3M | -3.8% | +8.9% | -12.7% | -5.3% |
| 6M | +4.8% | +5.7% | -0.9% | +1.6% |
| All | +4.8% | +4.9% | -0.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 6mo: compounded portfolio wealth divided by compounded ALC 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…
6mo analysis · Full analysis span regression · 6 months rolling