+575.9%
AXP vs AMCR
+105.2%
+470.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | +0.6% | -5.3% | +5.9% | +2.6% |
| 30D | +5.8% | +8.7% | -2.9% | +2.5% |
| 3M | -6.0% | -3.3% | -2.7% | -5.1% |
| 6M | +0.3% | +15.1% | -14.8% | -5.5% |
| YTD | -12.3% | +12.4% | -24.7% | -17.6% |
| 1Y | -11.2% | +15.8% | -27.1% | -17.7% |
| 3Y | +117.0% | +16.7% | +100.3% | +96.9% |
| 5Y | +93.2% | -5.1% | +98.2% | +90.0% |
| 10Y | +461.2% | +21.5% | +439.6% | +375.3% |
| All | +575.9% | +105.2% | +470.8% | +481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling