+455.5%
AXP vs AMBA
-6.6%
+462.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.1% | -0.4% |
| 7D | +0.4% | -14.6% | +15.0% | +3.5% |
| 30D | +7.0% | -18.8% | +25.8% | +11.2% |
| 3M | -6.6% | -32.6% | +26.0% | +0.3% |
| 6M | +3.5% | -25.8% | +29.3% | +4.9% |
| YTD | -11.2% | -22.1% | +11.0% | -11.7% |
| 1Y | -10.2% | -36.2% | +26.1% | -7.5% |
| 3Y | +120.0% | +10.0% | +110.1% | +89.2% |
| 5Y | +95.6% | -71.6% | +167.1% | +106.3% |
| All | +455.5% | -6.6% | +462.1% | +287.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling