+403.0%
AXP vs SPMO
+469.5%
-66.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.1% | +9.8% | -11.9% | -9.5% |
| 30D | +2.7% | -9.2% | +11.8% | +10.2% |
| 3M | -7.3% | -11.0% | +3.7% | +0.7% |
| 6M | +1.8% | -6.6% | +8.4% | +3.3% |
| YTD | -13.1% | +13.3% | -26.4% | -26.7% |
| 1Y | -13.7% | +12.7% | -26.4% | -26.9% |
| 3Y | +113.1% | +127.5% | -14.4% | -7.3% |
| 5Y | +85.9% | +117.4% | -31.4% | -15.2% |
| All | +403.0% | +469.5% | -66.5% | +16.8% |
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