+111.1%
AXP vs ALM
+2,063.1%
-1,952.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -2.1% | -2.6% | +0.5% | -2.0% |
| 30D | -6.5% | +32.0% | -38.5% | -7.6% |
| 3M | +4.6% | -15.0% | +19.7% | +4.7% |
| 6M | +5.4% | -10.1% | +15.6% | +5.0% |
| YTD | -11.1% | +99.4% | -110.6% | -13.7% |
| 1Y | -0.3% | +316.4% | -316.7% | -5.9% |
| All | +111.1% | +2,063.1% | -1,952.1% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling