+915.9%
AXP vs ALNY
+4,262.5%
-3,346.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.1% | +12.2% | -14.3% | -3.8% |
| 30D | -6.5% | +16.3% | -22.9% | -8.7% |
| 3M | +4.6% | -12.4% | +17.0% | +5.4% |
| 6M | +5.4% | -18.7% | +24.1% | +7.2% |
| YTD | -11.1% | -33.1% | +22.0% | -7.1% |
| 1Y | -0.3% | -41.3% | +41.0% | +6.0% |
| 3Y | +111.6% | +32.3% | +79.3% | +93.8% |
| 5Y | +117.6% | +34.8% | +82.8% | +91.4% |
| 10Y | +474.1% | +284.7% | +189.4% | +279.0% |
| All | +915.9% | +4,262.5% | -3,346.5% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling