+455.5%
AXP vs ALLY
+194.4%
+261.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.5% |
| 7D | +0.4% | -1.1% | +1.5% | +1.0% |
| 30D | +7.0% | +4.2% | +2.9% | +4.5% |
| 3M | -6.6% | -12.4% | +5.8% | +0.6% |
| 6M | +3.5% | -8.7% | +12.1% | +8.6% |
| YTD | -11.2% | -11.6% | +0.5% | -5.2% |
| 1Y | -10.2% | +0.2% | -10.3% | -10.8% |
| 3Y | +120.0% | +57.1% | +63.0% | +62.9% |
| 5Y | +95.6% | -6.8% | +102.4% | +86.7% |
| All | +455.5% | +194.4% | +261.1% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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