+909.6%
AXP vs ALNY
+2,520.5%
-1,610.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | +3.7% | -29.6% | +33.3% | +8.3% |
| 3M | -4.9% | -27.7% | +22.8% | -1.3% |
| 6M | +4.1% | -43.9% | +47.9% | +10.8% |
| YTD | -11.7% | -59.8% | +48.1% | -1.5% |
| 1Y | -11.7% | -64.6% | +52.9% | +0.2% |
| 3Y | +116.5% | -1.3% | +117.8% | +105.3% |
| 5Y | +89.5% | -7.6% | +97.1% | +75.2% |
| 10Y | +424.9% | +243.5% | +181.4% | +259.1% |
| All | +909.6% | +2,520.5% | -1,610.9% | +340.6% |
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