+465.4%
AXP vs SPYM
+317.0%
+148.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -6.5% | +0.1% | -6.6% | -6.6% |
| 3M | +4.6% | +2.0% | +2.6% | +1.8% |
| 6M | +5.4% | +13.1% | -7.6% | -10.1% |
| YTD | -11.1% | +13.6% | -24.7% | -24.6% |
| 1Y | -0.3% | +20.1% | -20.4% | -21.2% |
| 3Y | +111.6% | +77.6% | +34.0% | +2.5% |
| 5Y | +117.6% | +82.5% | +35.0% | +2.2% |
| All | +465.4% | +317.0% | +148.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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