-0.3%
AXP vs AMBA
-20.7%
+20.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.1% | -11.0% | +8.8% | -1.3% |
| 30D | -6.5% | -23.2% | +16.6% | -4.8% |
| 3M | +4.6% | -12.7% | +17.4% | +4.7% |
| 6M | +5.4% | +11.2% | -5.8% | -1.0% |
| YTD | -11.1% | -11.2% | +0.1% | -13.3% |
| 1Y | -0.3% | -22.5% | +22.2% | -2.2% |
| All | -0.3% | -20.7% | +20.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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