+114.9%
AXP vs AME
+64.2%
+50.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.1% | +5.9% | -6.0% | -3.1% |
| 30D | +4.4% | -1.9% | +6.4% | +5.0% |
| 3M | -6.4% | -5.4% | -1.0% | -4.2% |
| 6M | +4.2% | +4.9% | -0.8% | 0.0% |
| YTD | -12.4% | +18.5% | -30.8% | -22.8% |
| 1Y | -11.1% | +25.5% | -36.6% | -24.6% |
| 3Y | +114.9% | +63.0% | +51.8% | +58.1% |
| All | +114.9% | +64.2% | +50.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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