+448.7%
AXP vs SPYM
+308.7%
+140.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | +0.6% | -2.7% | +3.3% | +3.9% |
| 30D | +5.8% | -5.4% | +11.2% | +13.2% |
| 3M | -6.0% | -4.1% | -2.0% | -1.3% |
| 6M | +0.3% | +0.8% | -0.5% | -1.2% |
| YTD | -12.3% | +8.8% | -21.0% | -21.6% |
| 1Y | -11.2% | +11.0% | -22.2% | -22.7% |
| 3Y | +117.0% | +75.5% | +41.5% | +6.1% |
| 5Y | +93.2% | +68.4% | +24.7% | +0.2% |
| All | +448.7% | +308.7% | +140.0% | -0.3% |
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