+584.7%
AXP vs AMCR
+100.2%
+484.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | -1.9% | -0.2% | -1.4% |
| 30D | -6.5% | -4.1% | -2.5% | -5.1% |
| 3M | +4.6% | +21.7% | -17.0% | -3.1% |
| 6M | +5.4% | +1.5% | +3.9% | +3.9% |
| YTD | -11.1% | +13.1% | -24.2% | -16.6% |
| 1Y | -0.3% | +13.0% | -13.3% | -6.6% |
| 3Y | +111.6% | +6.9% | +104.7% | +98.9% |
| 5Y | +117.6% | -10.5% | +128.0% | +119.0% |
| 10Y | +474.1% | +20.9% | +453.2% | +392.2% |
| All | +584.7% | +100.2% | +484.5% | +496.3% |
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