+8,315.6%
AXP vs SM
+1,608.3%
+6,707.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -6.5% | +26.3% | -32.8% | -10.2% |
| 3M | +4.6% | +8.7% | -4.0% | +2.2% |
| 6M | +5.4% | +51.7% | -46.3% | -3.5% |
| YTD | -11.1% | +99.0% | -110.2% | -22.6% |
| 1Y | -0.3% | +34.6% | -34.9% | -7.9% |
| 3Y | +111.6% | -7.8% | +119.3% | +103.4% |
| 5Y | +117.6% | +104.8% | +12.8% | +75.8% |
| 10Y | +474.1% | +7.2% | +466.9% | +257.8% |
| All | +8,315.6% | +1,608.3% | +6,707.3% | +3,194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling