+424.9%
AXP vs SPMO
+469.5%
-44.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -3.1% |
| 7D | -2.9% | +1.8% | -4.7% | -4.7% |
| 30D | +3.7% | -10.0% | +13.7% | +12.2% |
| 3M | -4.9% | -9.4% | +4.5% | +1.8% |
| 6M | +4.1% | -7.7% | +11.7% | +6.7% |
| YTD | -11.7% | +13.3% | -25.0% | -25.5% |
| 1Y | -11.7% | +12.7% | -24.4% | -25.2% |
| 3Y | +116.5% | +127.5% | -11.0% | -5.8% |
| 5Y | +89.5% | +119.7% | -30.2% | -14.4% |
| 10Y | +424.9% | +469.5% | -44.6% | +22.5% |
| All | +424.9% | +469.5% | -44.6% | +22.5% |
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