+595.2%
AXP vs AMBA
+807.9%
-212.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | +4.6% | -8.1% | +12.7% | +6.0% |
| 30D | +9.7% | -10.8% | +20.5% | +11.6% |
| 3M | -3.8% | -25.9% | +22.1% | +0.6% |
| 6M | +4.8% | -13.9% | +18.7% | +3.5% |
| YTD | -9.1% | -14.0% | +4.9% | -10.8% |
| 1Y | -6.7% | -25.7% | +19.0% | -6.6% |
| 3Y | +125.2% | +21.5% | +103.8% | +98.0% |
| 5Y | +105.0% | -68.9% | +173.9% | +110.9% |
| 10Y | +481.5% | +5.2% | +476.3% | +362.6% |
| All | +595.2% | +807.9% | -212.7% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling