-10.2%
AXP vs ALHC
-55.4%
+45.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | -1.6% |
| 7D | +0.4% | -6.2% | +6.6% | +0.9% |
| 30D | +7.0% | -9.7% | +16.7% | +7.8% |
| 3M | -6.6% | -44.7% | +38.1% | -1.9% |
| 6M | +3.5% | -58.7% | +62.1% | +11.3% |
| YTD | -11.2% | -61.7% | +50.6% | -4.8% |
| 1Y | -10.2% | -55.7% | +45.5% | -8.6% |
| All | -10.2% | -55.4% | +45.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling