+6,606.2%
AXP vs AME
+17,569.3%
-10,963.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.7% | +0.7% |
| 7D | +0.4% | -11.4% | +11.8% | +6.4% |
| 30D | +7.0% | -12.1% | +19.1% | +13.7% |
| 3M | -6.6% | -12.3% | +5.7% | -0.8% |
| 6M | +3.5% | -4.6% | +8.1% | +4.9% |
| YTD | -11.2% | +9.1% | -20.3% | -16.1% |
| 1Y | -10.2% | +13.3% | -23.4% | -16.7% |
| 3Y | +120.0% | +58.2% | +61.9% | +71.7% |
| 5Y | +95.6% | +63.4% | +32.1% | +50.5% |
| 10Y | +468.1% | +436.7% | +31.4% | +160.2% |
| All | +6,606.2% | +17,569.3% | -10,963.1% | +1,049.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling