+117.0%
AXP vs SPMO
+116.1%
+0.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.1% |
| 7D | +0.6% | -8.7% | +9.3% | +5.7% |
| 30D | +5.8% | -18.7% | +24.5% | +18.9% |
| 3M | -6.0% | -16.4% | +10.4% | +3.5% |
| 6M | +0.3% | -11.9% | +12.2% | +3.5% |
| YTD | -12.3% | +4.9% | -17.1% | -21.9% |
| 1Y | -11.2% | +6.2% | -17.4% | -21.9% |
| 3Y | +117.0% | +115.1% | +1.9% | +17.2% |
| All | +117.0% | +116.1% | +0.9% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling