+6,606.2%
AXP vs ALK
+765.2%
+5,841.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -1.2% |
| 7D | +0.4% | +7.1% | -6.7% | -2.1% |
| 30D | +7.0% | -3.0% | +10.0% | +7.7% |
| 3M | -6.6% | -25.6% | +19.1% | +2.5% |
| 6M | +3.5% | +0.5% | +3.0% | +1.0% |
| YTD | -11.2% | -23.1% | +11.9% | -6.4% |
| 1Y | -10.2% | -7.5% | -2.6% | -11.5% |
| 3Y | +120.0% | +15.3% | +104.7% | +91.6% |
| 5Y | +95.6% | -34.8% | +130.4% | +105.1% |
| 10Y | +468.1% | -41.2% | +509.3% | +470.4% |
| All | +6,606.2% | +765.2% | +5,841.0% | +1,844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling