+196.6%
AMD vs AXP
+96.1%
+100.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -15.0% | -15.7% |
| 7D | -28.6% | +0.4% | -29.0% | -28.7% |
| 30D | -37.7% | +7.0% | -44.8% | -40.7% |
| 3M | -16.1% | -6.6% | -9.5% | -12.4% |
| 6M | +13.8% | +3.5% | +10.4% | +9.8% |
| YTD | +88.8% | -11.2% | +100.0% | +100.8% |
| 1Y | +57.8% | -10.2% | +67.9% | +65.8% |
| 3Y | +260.3% | +120.0% | +140.2% | +77.3% |
| 5Y | +196.6% | +95.6% | +101.0% | +62.8% |
| All | +196.6% | +96.1% | +100.5% | +62.8% |
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