+86.1%
AXP vs SPYM
+72.6%
+13.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -0.1% | +2.6% | -2.7% | -3.1% |
| 30D | +4.4% | -2.0% | +6.4% | +6.7% |
| 3M | -6.4% | -2.8% | -3.6% | -3.5% |
| 6M | +4.2% | +2.2% | +2.0% | +1.0% |
| YTD | -12.4% | +11.5% | -23.9% | -23.5% |
| 1Y | -11.1% | +13.5% | -24.6% | -24.0% |
| 3Y | +114.9% | +78.0% | +36.8% | +8.9% |
| All | +86.1% | +72.6% | +13.5% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling