+1,338.1%
AMAT vs AXP
+429.4%
+908.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -2.5% | -0.6% | -1.8% | -1.9% |
| 30D | -26.5% | +5.0% | -31.5% | -28.7% |
| 3M | -28.6% | -4.2% | -24.3% | -26.9% |
| 6M | -14.2% | +2.9% | -17.2% | -16.6% |
| YTD | +45.5% | -11.6% | +57.1% | +54.0% |
| 1Y | +59.3% | -11.1% | +70.4% | +67.9% |
| 3Y | +153.1% | +116.7% | +36.4% | +48.4% |
| 5Y | +158.2% | +89.6% | +68.5% | +61.6% |
| All | +1,338.1% | +429.4% | +908.7% | +408.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling