+6,351.7%
AMD vs AXP
+449.9%
+5,901.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +11.7% |
| 7D | -11.0% | +0.6% | -11.6% | -11.3% |
| 30D | -30.5% | +5.8% | -36.3% | -32.7% |
| 3M | -8.2% | -6.0% | -2.2% | -5.4% |
| 6M | +6.6% | +0.3% | +6.3% | +5.4% |
| YTD | +109.7% | -12.3% | +121.9% | +121.2% |
| 1Y | +88.9% | -11.2% | +100.2% | +97.7% |
| 3Y | +301.8% | +117.0% | +184.8% | +155.6% |
| 5Y | +229.4% | +93.2% | +136.2% | +123.2% |
| All | +6,351.7% | +449.9% | +5,901.8% | +3,171.6% |
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 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