+116.5%
AXP vs SMR
+152.7%
-36.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | +3.7% | -21.9% | +25.7% | +5.2% |
| 3M | -4.9% | -47.1% | +42.2% | -1.5% |
| 6M | +4.1% | -60.6% | +64.7% | +9.3% |
| YTD | -11.7% | -63.1% | +51.4% | -7.7% |
| 1Y | -11.7% | -80.4% | +68.7% | -4.5% |
| All | +116.5% | +152.7% | -36.1% | +89.3% |
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 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