+352.5%
AXP vs AMC
-98.1%
+450.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.3% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | -6.5% | -0.7% | -5.8% | -6.6% |
| 3M | +4.6% | +35.2% | -30.6% | +2.8% |
| 6M | +5.4% | +124.6% | -119.2% | +1.2% |
| YTD | -11.1% | +69.9% | -81.0% | -13.9% |
| 1Y | -0.3% | -2.6% | +2.3% | -1.4% |
| 3Y | +111.6% | -79.8% | +191.3% | +115.8% |
| 5Y | +117.6% | -99.4% | +217.0% | +141.1% |
| 10Y | +474.1% | -98.9% | +573.0% | +397.9% |
| All | +352.5% | -98.1% | +450.6% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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