+111,876.4%
AMAT vs AXP
+6,813.0%
+105,063.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.3% |
| 7D | -11.2% | +4.6% | -15.8% | -13.2% |
| 30D | -31.9% | +9.7% | -41.6% | -35.1% |
| 3M | -32.3% | -3.8% | -28.6% | -31.4% |
| 6M | -5.4% | +4.8% | -10.2% | -8.3% |
| YTD | +44.3% | -9.1% | +53.3% | +48.8% |
| 1Y | +61.4% | -6.7% | +68.1% | +64.2% |
| 3Y | +170.6% | +125.2% | +45.4% | +77.4% |
| 5Y | +156.4% | +105.0% | +51.5% | +74.6% |
| 10Y | +1,356.4% | +481.5% | +874.9% | +492.6% |
| All | +111,876.4% | +6,813.0% | +105,063.4% | +11,117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling