+6,610.0%
AXP vs AME
+18,709.1%
-12,099.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -6.5% | -6.7% | +0.1% | -3.3% |
| 3M | +4.6% | +4.1% | +0.6% | +2.2% |
| 6M | +5.4% | +1.6% | +3.8% | +3.8% |
| YTD | -11.1% | +16.1% | -27.3% | -18.2% |
| 1Y | -0.3% | +27.3% | -27.6% | -12.6% |
| 3Y | +111.6% | +50.9% | +60.7% | +69.8% |
| 5Y | +117.6% | +81.4% | +36.2% | +59.7% |
| 10Y | +474.1% | +417.0% | +57.2% | +167.2% |
| All | +6,610.0% | +18,709.1% | -12,099.1% | +1,020.2% |
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