+92.7%
AXP vs SMR
-48.1%
+140.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | 0.0% |
| 7D | -0.6% | -2.8% | +2.2% | -0.6% |
| 30D | +5.0% | -27.5% | +32.5% | +7.1% |
| 3M | -4.2% | -43.1% | +38.9% | -1.0% |
| 6M | +2.9% | -58.4% | +61.4% | +8.2% |
| YTD | -11.6% | -63.2% | +51.6% | -7.2% |
| 1Y | -11.1% | -81.6% | +70.6% | -2.3% |
| 3Y | +116.7% | +149.8% | -33.0% | +69.1% |
| All | +92.7% | -48.1% | +140.7% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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