+86.1%
AXP vs SPMO
+114.1%
-27.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +2.0% |
| 7D | -0.1% | +6.3% | -6.5% | -4.7% |
| 30D | +4.4% | -8.9% | +13.3% | +11.2% |
| 3M | -6.4% | -13.2% | +6.8% | +3.1% |
| 6M | +4.2% | -9.3% | +13.4% | +7.6% |
| YTD | -12.4% | +11.6% | -23.9% | -26.1% |
| 1Y | -11.1% | +13.4% | -24.5% | -26.3% |
| 3Y | +114.9% | +122.9% | -8.0% | -12.5% |
| All | +86.1% | +114.1% | -27.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling