+464.9%
AXP vs SPMO
+517.5%
-52.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.4% |
| 7D | +0.6% | +3.4% | -2.8% | -2.2% |
| 30D | -4.3% | +0.5% | -4.9% | -5.0% |
| 3M | +4.7% | +1.9% | +2.8% | +0.8% |
| 6M | +9.0% | +27.8% | -18.8% | -16.0% |
| YTD | -11.1% | +26.7% | -37.8% | -30.9% |
| 1Y | +1.3% | +28.9% | -27.6% | -22.7% |
| 3Y | +114.5% | +160.7% | -46.2% | -16.1% |
| 5Y | +118.0% | +150.2% | -32.1% | -10.8% |
| 10Y | +464.9% | +517.5% | -52.6% | +11.1% |
| All | +464.9% | +517.5% | -52.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling