+33.3%
AMAT vs AXP
-8.6%
+41.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.9% |
| 7D | -24.3% | +0.4% | -24.7% | -24.2% |
| 30D | -39.8% | +7.0% | -46.8% | -40.9% |
| 3M | -40.2% | -6.6% | -33.6% | -38.8% |
| 6M | -22.1% | +3.5% | -25.6% | -23.2% |
| YTD | +24.7% | -11.2% | +35.8% | +26.3% |
| 1Y | +33.3% | -10.2% | +43.4% | +34.5% |
| All | +33.3% | -8.6% | +41.9% | +34.5% |
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