+114.9%
AXP vs SPMO
+124.5%
-9.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.7% |
| 7D | -0.1% | +6.3% | -6.5% | -3.7% |
| 30D | +4.4% | -8.9% | +13.3% | +9.7% |
| 3M | -6.4% | -13.2% | +6.8% | +1.0% |
| 6M | +4.2% | -9.3% | +13.4% | +6.6% |
| YTD | -12.4% | +11.6% | -23.9% | -24.8% |
| 1Y | -11.1% | +13.4% | -24.5% | -24.8% |
| 3Y | +114.9% | +122.9% | -8.0% | +12.4% |
| All | +114.9% | +124.5% | -9.6% | +12.4% |
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