-10.2%
AXP vs SIMO
+71.5%
-81.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.4% | +12.1% | -2.4% |
| 7D | +0.4% | -31.4% | +31.8% | +0.2% |
| 30D | +7.0% | -45.2% | +52.2% | +6.7% |
| 3M | -6.6% | -36.5% | +29.9% | -6.9% |
| 6M | +3.5% | -34.2% | +37.6% | +2.8% |
| YTD | -11.2% | +69.9% | -81.1% | -14.9% |
| 1Y | -10.2% | +60.4% | -70.6% | -12.7% |
| All | -10.2% | +71.5% | -81.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling