-11.1%
AXP vs AMDL
+130.1%
-141.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.6% | +18.4% | +1.0% |
| 7D | -0.1% | +37.2% | -37.3% | -0.7% |
| 30D | +4.4% | -24.0% | +28.5% | +4.5% |
| 3M | -6.4% | -1.0% | -5.4% | -6.9% |
| 6M | +4.2% | -3.2% | +7.4% | +2.6% |
| YTD | -12.4% | +232.2% | -244.6% | -17.3% |
| 1Y | -11.1% | +137.7% | -148.8% | -15.3% |
| All | -11.1% | +130.1% | -141.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling