+403.0%
AXP vs ALNY
+228.5%
+174.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +2.7% | -30.0% | +32.7% | +6.1% |
| 3M | -7.3% | -30.1% | +22.8% | -4.3% |
| 6M | +1.8% | -46.4% | +48.1% | +7.2% |
| YTD | -13.1% | -60.6% | +47.5% | -5.3% |
| 1Y | -13.7% | -65.4% | +51.7% | -4.7% |
| 3Y | +113.1% | -3.2% | +116.3% | +105.4% |
| 5Y | +85.9% | -8.3% | +94.3% | +76.1% |
| All | +403.0% | +228.5% | +174.5% | +319.9% |
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