-10.9%
AXP vs SPMO
+9.2%
-20.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.2% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | +5.2% | -14.1% | +19.3% | +8.5% |
| 3M | -4.6% | -13.1% | +8.5% | -2.0% |
| 6M | +3.2% | -9.4% | +12.6% | +2.0% |
| YTD | -11.3% | +9.5% | -20.9% | -21.3% |
| All | -10.9% | +9.2% | -20.0% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling