+93.6%
AXP vs SMR
+11.2%
+82.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.3% | -15.3% | -1.2% |
| 7D | +0.6% | +21.4% | -20.8% | -1.0% |
| 30D | -4.3% | +13.8% | -18.2% | -5.5% |
| 3M | +4.7% | +3.9% | +0.8% | +3.7% |
| 6M | +9.0% | -4.2% | +13.2% | +7.7% |
| YTD | -11.1% | -21.1% | +10.0% | -11.4% |
| 1Y | +1.3% | -67.1% | +68.4% | +5.9% |
| 3Y | +114.5% | +88.9% | +25.6% | +79.2% |
| All | +93.6% | +11.2% | +82.4% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling