+93.7%
AXP vs SMR
-3.5%
+97.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -2.1% | +4.4% | -6.5% | -2.4% |
| 30D | -6.5% | +3.4% | -10.0% | -6.9% |
| 3M | +4.6% | -19.2% | +23.8% | +5.6% |
| 6M | +5.4% | -22.6% | +28.1% | +6.0% |
| YTD | -11.1% | -31.5% | +20.4% | -10.3% |
| 1Y | -0.3% | -73.1% | +72.8% | +6.0% |
| 3Y | +111.6% | +55.0% | +56.6% | +80.5% |
| All | +93.7% | -3.5% | +97.2% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling