+464.9%
AXP vs AMCR
+20.1%
+444.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.9% |
| 7D | +0.6% | -1.8% | +2.4% | +1.5% |
| 30D | -4.3% | -6.0% | +1.7% | -1.5% |
| 3M | +4.7% | +18.9% | -14.2% | -4.4% |
| 6M | +9.0% | +5.7% | +3.3% | +4.7% |
| YTD | -11.1% | +11.1% | -22.2% | -17.8% |
| 1Y | +1.3% | +14.4% | -13.2% | -8.1% |
| 3Y | +114.5% | +13.0% | +101.5% | +89.5% |
| 5Y | +118.0% | -7.5% | +125.6% | +114.6% |
| 10Y | +464.9% | +20.1% | +444.8% | +333.9% |
| All | +464.9% | +20.1% | +444.8% | +333.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling