+226.2%
AXP vs ALC
+34.7%
+191.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +0.4% | +7.6% | -7.2% | -3.4% |
| 30D | +7.0% | +21.1% | -14.1% | -3.3% |
| 3M | -6.6% | +8.5% | -15.1% | -10.8% |
| 6M | +3.5% | +2.8% | +0.6% | +0.4% |
| YTD | -11.2% | -2.4% | -8.8% | -11.6% |
| 1Y | -10.2% | +3.5% | -13.6% | -13.6% |
| 3Y | +120.0% | +4.2% | +115.9% | +102.0% |
| 5Y | +95.6% | -9.0% | +104.5% | +91.1% |
| All | +226.2% | +34.7% | +191.5% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling