-0.3%
AXP vs AMCR
+13.1%
-13.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | -6.5% | -4.1% | -2.5% | -5.9% |
| 3M | +4.6% | +21.7% | -17.0% | +1.4% |
| 6M | +5.4% | +1.5% | +3.9% | +3.1% |
| YTD | -11.1% | +13.1% | -24.2% | -15.0% |
| 1Y | -0.3% | +13.0% | -13.3% | -5.0% |
| All | -0.3% | +13.1% | -13.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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