+448.7%
AXP vs ARMK
+123.7%
+325.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -3.3% |
| 7D | +0.6% | -2.6% | +3.2% | +1.6% |
| 30D | +5.8% | -5.2% | +11.0% | +8.1% |
| 3M | -6.0% | -6.5% | +0.5% | -3.8% |
| 6M | +0.3% | +15.3% | -15.0% | -7.6% |
| YTD | -12.3% | +43.6% | -55.9% | -27.6% |
| 1Y | -11.2% | +42.1% | -53.3% | -26.3% |
| 3Y | +117.0% | +94.0% | +23.0% | +52.4% |
| 5Y | +93.2% | +96.3% | -3.1% | +32.5% |
| All | +448.7% | +123.7% | +325.0% | +241.4% |
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