+464.9%
AXP vs AMCR
+16.5%
+448.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +12.7% | -11.4% | -7.4% |
| 3Y | +114.5% | +9.6% | +104.9% | +92.7% |
| 5Y | +118.0% | -10.3% | +128.4% | +118.2% |
| 10Y | +464.9% | +16.5% | +448.4% | +341.1% |
| All | +464.9% | +16.5% | +448.4% | +341.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling