+247.2%
AMAT vs AXP
+118.2%
+129.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +5.0% |
| 7D | -1.5% | -2.1% | +0.6% | -0.3% |
| 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% | +22.3% |
| YTD | +77.6% | -11.1% | +88.7% | +87.9% |
| 1Y | +188.9% | -0.3% | +189.2% | +182.0% |
| 3Y | +202.3% | +111.6% | +90.7% | +77.0% |
| All | +247.2% | +118.2% | +129.1% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling