+11,749.2%
AMD vs AXP
+6,813.0%
+4,936.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.1% |
| 7D | -15.5% | +4.6% | -20.1% | -17.6% |
| 30D | -22.6% | +9.7% | -32.4% | -26.5% |
| 3M | -5.7% | -3.8% | -2.0% | -4.4% |
| 6M | +43.1% | +4.8% | +38.3% | +38.4% |
| YTD | +128.2% | -9.1% | +137.3% | +135.3% |
| 1Y | +95.5% | -6.7% | +102.2% | +98.5% |
| 3Y | +335.4% | +125.2% | +210.2% | +178.2% |
| 5Y | +255.5% | +105.0% | +150.5% | +140.2% |
| 10Y | +7,350.9% | +481.5% | +6,869.5% | +2,598.9% |
| All | +11,749.2% | +6,813.0% | +4,936.2% | +1,192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling