+458.4%
AXP vs ALNY
+258.3%
+200.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.1% |
| 7D | -2.8% | -6.4% | +3.7% | -2.1% |
| 30D | -5.9% | +11.9% | -17.8% | -7.1% |
| 3M | +2.6% | -15.0% | +17.6% | +3.6% |
| 6M | +6.4% | -23.2% | +29.6% | +8.5% |
| YTD | -12.6% | -37.8% | +25.2% | -8.9% |
| 1Y | +0.2% | -47.3% | +47.5% | +6.3% |
| 3Y | +110.9% | +22.9% | +88.1% | +99.5% |
| 5Y | +114.7% | +30.6% | +84.1% | +96.8% |
| All | +458.4% | +258.3% | +200.1% | +340.7% |
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