+57.8%
AMD vs AXP
-8.6%
+66.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -15.0% | -16.7% |
| 7D | -28.6% | +0.4% | -29.0% | -28.5% |
| 30D | -37.7% | +7.0% | -44.8% | -38.5% |
| 3M | -16.1% | -6.6% | -9.5% | -14.5% |
| 6M | +13.8% | +3.5% | +10.4% | +13.1% |
| YTD | +88.8% | -11.2% | +100.0% | +91.2% |
| 1Y | +57.8% | -10.2% | +67.9% | +59.4% |
| All | +57.8% | -8.6% | +66.4% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling