+119.7%
AXP vs SM
-20.8%
+140.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.7% |
| 7D | +0.4% | -25.1% | +25.5% | +3.8% |
| 30D | +7.0% | -15.6% | +22.6% | +8.7% |
| 3M | -6.6% | +2.7% | -9.3% | -8.1% |
| 6M | +3.5% | -3.8% | +7.3% | +1.7% |
| YTD | -11.2% | +61.8% | -73.0% | -24.0% |
| 1Y | -10.2% | +71.4% | -81.5% | -24.6% |
| All | +119.7% | -20.8% | +140.5% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling