+117.0%
AXP vs SMR
+43.9%
+73.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +16.2% | -17.5% | -2.3% |
| 7D | +0.6% | -9.6% | +10.2% | +1.1% |
| 30D | +5.8% | -33.8% | +39.6% | +8.4% |
| 3M | -6.0% | -46.4% | +40.3% | -2.8% |
| 6M | +0.3% | -62.4% | +62.7% | +5.5% |
| YTD | -12.3% | -64.1% | +51.9% | -8.2% |
| 1Y | -11.2% | -84.3% | +73.1% | -2.9% |
| 3Y | +117.0% | +55.8% | +61.2% | +97.2% |
| All | +117.0% | +43.9% | +73.1% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling