+114.9%
AXP vs AMCR
+14.2%
+100.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | -2.4% | +2.3% | +0.5% |
| 30D | +4.4% | +3.6% | +0.9% | +3.5% |
| 3M | -6.4% | -4.2% | -2.2% | -5.4% |
| 6M | +4.2% | +15.5% | -11.4% | 0.0% |
| YTD | -12.4% | +9.7% | -22.1% | -15.9% |
| 1Y | -11.1% | +8.3% | -19.4% | -14.3% |
| 3Y | +114.9% | +15.4% | +99.5% | +103.4% |
| All | +114.9% | +14.2% | +100.7% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling