+91.7%
AXP vs SM
-13.5%
+105.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.5% |
| 7D | -1.1% | -22.3% | +21.2% | +2.6% |
| 30D | +5.2% | -21.4% | +26.6% | +8.7% |
| 3M | -4.6% | +1.4% | -5.9% | -6.0% |
| 6M | +3.2% | +0.1% | +3.1% | +0.7% |
| YTD | -11.3% | +59.0% | -70.3% | -22.9% |
| 1Y | -11.0% | +64.3% | -75.4% | -23.4% |
| 3Y | +120.2% | -13.1% | +133.3% | +109.7% |
| 5Y | +91.7% | -13.9% | +105.6% | +75.8% |
| All | +91.7% | -13.5% | +105.2% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling