+440.3%
AXP vs ARMK
+131.1%
+309.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.9% |
| 7D | -1.1% | +0.9% | -2.0% | -1.8% |
| 30D | +5.2% | -0.4% | +5.6% | +5.0% |
| 3M | -4.6% | -2.0% | -2.6% | -4.5% |
| 6M | +3.2% | +22.0% | -18.7% | -7.4% |
| YTD | -11.3% | +49.6% | -61.0% | -28.2% |
| 1Y | -11.0% | +46.4% | -57.4% | -27.2% |
| 3Y | +120.2% | +103.2% | +17.0% | +51.2% |
| 5Y | +91.7% | +108.1% | -16.4% | +28.0% |
| 10Y | +440.3% | +129.4% | +310.9% | +229.6% |
| All | +440.3% | +131.1% | +309.2% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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