+455.5%
AXP vs ALK
-42.1%
+497.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -0.9% |
| 7D | +0.4% | +7.1% | -6.7% | -2.8% |
| 30D | +7.0% | -3.0% | +10.0% | +7.8% |
| 3M | -6.6% | -25.6% | +19.1% | +5.2% |
| 6M | +3.5% | +0.5% | +3.0% | -0.1% |
| YTD | -11.2% | -23.1% | +11.9% | -5.4% |
| 1Y | -10.2% | -7.5% | -2.6% | -12.6% |
| 3Y | +120.0% | +15.3% | +104.7% | +76.1% |
| 5Y | +95.6% | -34.8% | +130.4% | +103.5% |
| All | +455.5% | -42.1% | +497.6% | +365.5% |
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