+6,406.4%
AMD vs AXP
+474.4%
+5,932.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.3% |
| 7D | +2.6% | -2.1% | +4.7% | +3.7% |
| 30D | -0.9% | -6.5% | +5.6% | +2.6% |
| 3M | -8.7% | +4.6% | -13.4% | -11.3% |
| 6M | +136.3% | +5.4% | +130.9% | +127.8% |
| YTD | +123.0% | -11.1% | +134.1% | +134.2% |
| 1Y | +195.2% | -0.3% | +195.5% | +189.0% |
| 3Y | +336.3% | +111.6% | +224.8% | +182.5% |
| 5Y | +334.5% | +117.6% | +216.9% | +179.8% |
| All | +6,406.4% | +474.4% | +5,932.0% | +2,561.5% |
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 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