+61.4%
AMAT vs AXP
-6.4%
+67.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.9% |
| 7D | -11.2% | +4.6% | -15.8% | -12.3% |
| 30D | -31.9% | +9.7% | -41.6% | -33.7% |
| 3M | -32.3% | -3.8% | -28.6% | -31.4% |
| 6M | -5.4% | +4.8% | -10.2% | -7.2% |
| YTD | +44.3% | -9.1% | +53.3% | +45.5% |
| 1Y | +61.4% | -6.7% | +68.1% | +60.6% |
| All | +61.4% | -6.4% | +67.8% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling