+910.6%
AXP vs ALNY
+2,385.9%
-1,475.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.2% |
| 7D | -0.6% | -5.2% | +4.5% | +0.1% |
| 30D | +5.0% | -34.8% | +39.8% | +10.8% |
| 3M | -4.2% | -30.1% | +25.9% | -0.1% |
| 6M | +2.9% | -48.6% | +51.6% | +11.0% |
| YTD | -11.6% | -61.9% | +50.3% | -0.6% |
| 1Y | -11.1% | -65.7% | +54.6% | +1.4% |
| 3Y | +116.7% | -6.3% | +123.1% | +107.1% |
| 5Y | +89.6% | -14.0% | +103.6% | +77.1% |
| 10Y | +428.4% | +231.4% | +197.0% | +263.3% |
| All | +910.6% | +2,385.9% | -1,475.3% | +344.6% |
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