+358.2%
AXP vs ALLY
+104.2%
+253.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +0.1% |
| 7D | +4.6% | +2.4% | +2.2% | +3.2% |
| 30D | +9.7% | +5.6% | +4.2% | +6.5% |
| 3M | -3.8% | -11.7% | +7.9% | +2.8% |
| 6M | +4.8% | -7.0% | +11.8% | +8.7% |
| YTD | -9.1% | -10.4% | +1.4% | -3.9% |
| 1Y | -6.7% | +2.4% | -9.1% | -8.4% |
| 3Y | +125.2% | +59.2% | +66.0% | +68.5% |
| 5Y | +105.0% | -5.0% | +110.0% | +93.9% |
| 10Y | +481.5% | +204.5% | +277.0% | +176.8% |
| All | +358.2% | +104.2% | +253.9% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling