+114.9%
AXP vs SMR
+125.1%
-10.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.0% |
| 7D | -0.1% | -8.3% | +8.1% | +0.4% |
| 30D | +4.4% | -20.1% | +24.5% | +5.7% |
| 3M | -6.4% | -52.7% | +46.3% | -2.3% |
| 6M | +4.2% | -61.0% | +65.2% | +9.4% |
| YTD | -12.4% | -67.1% | +54.7% | -7.8% |
| 1Y | -11.1% | -79.9% | +68.8% | -3.9% |
| 3Y | +114.9% | +101.7% | +13.1% | +89.2% |
| All | +114.9% | +125.1% | -10.3% | +89.2% |
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