-10.9%
AXP vs SMR
-83.0%
+72.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.5% |
| 3M | -4.6% | -44.6% | +40.0% | -0.4% |
| 6M | +3.2% | -56.7% | +59.9% | +9.4% |
| YTD | -11.3% | -61.6% | +50.3% | -6.3% |
| All | -10.9% | -83.0% | +72.2% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling