+95.6%
AXP vs ARMK
+90.4%
+5.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -0.3% |
| 7D | +0.4% | -10.2% | +10.6% | +5.8% |
| 30D | +7.0% | -9.3% | +16.3% | +12.0% |
| 3M | -6.6% | -11.4% | +4.8% | -1.5% |
| 6M | +3.5% | +11.6% | -8.2% | -4.1% |
| YTD | -11.2% | +37.5% | -48.6% | -27.0% |
| 1Y | -10.2% | +34.9% | -45.1% | -25.4% |
| 3Y | +120.0% | +83.4% | +36.6% | +49.3% |
| 5Y | +95.6% | +87.9% | +7.7% | +26.5% |
| All | +95.6% | +90.4% | +5.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling