+132.8%
AMAT vs AXP
+120.3%
+12.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.3% |
| 7D | -24.3% | +0.4% | -24.7% | -24.4% |
| 30D | -39.8% | +7.0% | -46.8% | -42.0% |
| 3M | -40.2% | -6.6% | -33.6% | -38.0% |
| 6M | -22.1% | +3.5% | -25.6% | -24.2% |
| YTD | +24.7% | -11.2% | +35.8% | +31.4% |
| 1Y | +33.3% | -10.2% | +43.4% | +39.2% |
| All | +132.8% | +120.3% | +12.6% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling