+448.7%
AXP vs ALM
+2,022.9%
-1,574.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.3% |
| 7D | +0.6% | -6.7% | +7.3% | +0.8% |
| 30D | +5.8% | -32.9% | +38.7% | +7.3% |
| 3M | -6.0% | -39.5% | +33.5% | -4.5% |
| 6M | +0.3% | -62.0% | +62.3% | +3.3% |
| YTD | -12.3% | -7.8% | -4.4% | -13.1% |
| 1Y | -11.2% | +26.7% | -37.9% | -13.3% |
| 3Y | +117.0% | +825.4% | -708.3% | +93.1% |
| 5Y | +93.2% | +401.2% | -308.1% | +73.3% |
| All | +448.7% | +2,022.9% | -1,574.2% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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