-6.7%
AXP vs AMCR
+32.3%
-39.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.5% |
| 7D | +4.6% | +6.2% | -1.6% | +3.3% |
| 30D | +9.7% | +16.0% | -6.3% | +6.6% |
| 3M | -3.8% | +4.4% | -8.1% | -4.7% |
| 6M | +4.8% | +35.5% | -30.7% | -0.6% |
| YTD | -9.1% | +21.5% | -30.6% | -15.3% |
| 1Y | -6.7% | +30.7% | -37.4% | -15.8% |
| All | -6.7% | +32.3% | -39.0% | -15.8% |
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