+1,587.5%
AMAT vs AXP
+474.4%
+1,113.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +5.0% |
| 7D | -1.5% | -2.1% | +0.6% | -0.2% |
| 30D | -14.8% | -6.5% | -8.3% | -11.3% |
| 3M | -9.3% | +4.6% | -13.9% | -12.2% |
| 6M | +27.4% | +5.4% | +22.0% | +22.4% |
| YTD | +77.6% | -11.1% | +88.7% | +87.8% |
| 1Y | +188.9% | -0.3% | +189.2% | +182.7% |
| 3Y | +202.3% | +111.6% | +90.7% | +81.1% |
| 5Y | +248.9% | +117.6% | +131.3% | +101.5% |
| All | +1,587.5% | +474.4% | +1,113.1% | +516.6% |
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 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