+91.7%
AXP vs ALM
+441.7%
-349.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.0% | +0.7% |
| 7D | -1.1% | +0.7% | -1.9% | -1.2% |
| 30D | +5.2% | -26.1% | +31.3% | +6.3% |
| 3M | -4.6% | -38.1% | +33.5% | -3.2% |
| 6M | +3.2% | -55.4% | +58.6% | +5.6% |
| YTD | -11.3% | -0.4% | -11.0% | -12.3% |
| 1Y | -11.0% | +25.4% | -36.4% | -12.9% |
| 3Y | +120.2% | +907.8% | -787.6% | +98.8% |
| 5Y | +91.7% | +440.2% | -348.4% | +75.3% |
| All | +91.7% | +441.7% | -349.9% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling