+428.4%
AXP vs SM
+4.2%
+424.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -0.6% | -19.5% | +18.9% | +2.4% |
| 30D | +5.0% | -20.2% | +25.2% | +8.1% |
| 3M | -4.2% | -6.5% | +2.3% | -4.0% |
| 6M | +2.9% | +1.6% | +1.4% | +0.8% |
| YTD | -11.6% | +61.2% | -72.8% | -20.7% |
| 1Y | -11.1% | +65.4% | -76.4% | -20.8% |
| 3Y | +116.7% | -13.0% | +129.8% | +109.5% |
| 5Y | +89.6% | -4.3% | +93.9% | +73.7% |
| 10Y | +428.4% | +3.0% | +425.4% | +199.8% |
| All | +428.4% | +4.2% | +424.2% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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