+448.7%
AXP vs AMBA
-0.9%
+449.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.4% | -2.4% |
| 7D | +0.6% | -7.2% | +7.8% | +1.9% |
| 30D | +5.8% | -10.4% | +16.2% | +7.7% |
| 3M | -6.0% | -30.1% | +24.1% | +0.1% |
| 6M | +0.3% | -22.4% | +22.7% | +0.8% |
| YTD | -12.3% | -17.3% | +5.1% | -13.9% |
| 1Y | -11.2% | -35.4% | +24.1% | -8.7% |
| 3Y | +117.0% | +18.6% | +98.4% | +83.7% |
| 5Y | +93.2% | -69.8% | +163.0% | +101.2% |
| All | +448.7% | -0.9% | +449.6% | +278.0% |
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