+3.5%
AXP vs SMR
-64.2%
+67.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.8% | +12.5% | -1.6% |
| 7D | +0.4% | -26.2% | +26.6% | +1.8% |
| 30D | +7.0% | -45.5% | +52.5% | +10.0% |
| 3M | -6.6% | -53.4% | +46.8% | -3.6% |
| 6M | +3.5% | -63.2% | +66.6% | +6.7% |
| All | +3.5% | -64.2% | +67.7% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling