+367.1%
AXP vs ARMK
+350.8%
+16.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.0% |
| 30D | -6.5% | 0.0% | -6.6% | -6.8% |
| 3M | +4.6% | +6.7% | -2.0% | +1.2% |
| 6M | +5.4% | +38.8% | -33.4% | -10.4% |
| YTD | -11.1% | +55.2% | -66.3% | -28.4% |
| 1Y | -0.3% | +46.6% | -46.9% | -17.6% |
| 3Y | +111.6% | +112.9% | -1.3% | +44.4% |
| 5Y | +117.6% | +144.0% | -26.4% | +37.6% |
| 10Y | +474.1% | +132.4% | +341.7% | +243.0% |
| All | +367.1% | +350.8% | +16.3% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling