+428.4%
AXP vs ALM
+2,040.7%
-1,612.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +7.0% | 0.0% |
| 7D | -0.6% | -6.3% | +5.7% | -0.4% |
| 30D | +5.0% | -31.4% | +36.4% | +6.4% |
| 3M | -4.2% | -40.6% | +36.3% | -2.7% |
| 6M | +2.9% | -58.6% | +61.6% | +5.6% |
| YTD | -11.6% | -7.6% | -4.0% | -12.4% |
| 1Y | -11.1% | +13.8% | -24.9% | -12.8% |
| 3Y | +116.7% | +842.1% | -725.4% | +92.6% |
| 5Y | +89.6% | +407.4% | -317.8% | +70.0% |
| 10Y | +428.4% | +2,079.4% | -1,651.0% | +358.6% |
| All | +428.4% | +2,040.7% | -1,612.3% | +358.6% |
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