+411.0%
AXP vs ALNY
+235.2%
+175.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.7% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | +3.7% | -29.6% | +33.3% | +7.1% |
| 3M | -4.9% | -27.7% | +22.8% | -2.2% |
| 6M | +4.1% | -43.9% | +47.9% | +9.1% |
| YTD | -11.7% | -59.8% | +48.1% | -4.0% |
| 1Y | -11.7% | -64.6% | +52.9% | -2.7% |
| 3Y | +116.5% | -1.3% | +117.8% | +108.2% |
| 5Y | +89.5% | -7.6% | +97.1% | +79.4% |
| All | +411.0% | +235.2% | +175.8% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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