+0.3%
AXP vs ALNY
-44.0%
+44.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -2.5% | -3.5% | +1.0% | -2.2% |
| 30D | -5.0% | +18.9% | -23.9% | -6.1% |
| 3M | +1.4% | -13.3% | +14.7% | +1.4% |
| 6M | +6.0% | -20.3% | +26.3% | +7.2% |
| YTD | -12.3% | -35.1% | +22.8% | -10.4% |
| 1Y | +0.3% | -46.5% | +46.8% | +0.3% |
| All | +0.3% | -44.0% | +44.3% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling