+337.5%
AMD vs AXP
+118.2%
+219.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.5% |
| 7D | +2.6% | -2.1% | +4.7% | +4.0% |
| 30D | -0.9% | -6.5% | +5.6% | +3.6% |
| 3M | -8.7% | +4.6% | -13.4% | -12.1% |
| 6M | +136.3% | +5.4% | +130.9% | +124.9% |
| YTD | +123.0% | -11.1% | +134.1% | +137.3% |
| 1Y | +195.2% | -0.3% | +195.5% | +185.3% |
| 3Y | +336.3% | +111.6% | +224.8% | +129.8% |
| All | +337.5% | +118.2% | +219.4% | +131.1% |
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