+469.1%
AXP vs ALK
-34.2%
+503.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.8% |
| 7D | -2.1% | -0.7% | -1.5% | -1.8% |
| 30D | -6.5% | -19.2% | +12.7% | +2.3% |
| 3M | +4.6% | -1.5% | +6.2% | +3.6% |
| 6M | +5.4% | -13.1% | +18.5% | +8.0% |
| YTD | -11.1% | -16.4% | +5.3% | -8.0% |
| 1Y | -0.3% | -33.1% | +32.8% | +13.3% |
| 3Y | +111.6% | +0.6% | +111.0% | +83.6% |
| 5Y | +117.6% | -26.4% | +144.0% | +114.9% |
| All | +469.1% | -34.2% | +503.3% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling