+93.2%
AXP vs SMR
-45.9%
+139.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | +0.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.4% |
| 30D | +5.2% | -24.4% | +29.7% | +7.1% |
| 3M | -4.6% | -44.6% | +40.0% | -1.1% |
| 6M | +3.2% | -56.7% | +59.9% | +8.2% |
| YTD | -11.3% | -61.6% | +50.3% | -7.2% |
| 1Y | -11.0% | -82.1% | +71.1% | -2.1% |
| 3Y | +120.2% | +161.5% | -41.4% | +71.2% |
| All | +93.2% | -45.9% | +139.1% | +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