+464.9%
AXP vs AMP
+574.4%
-109.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +0.6% | +2.6% | -2.0% | -1.2% |
| 30D | -4.3% | +0.8% | -5.2% | -4.9% |
| 3M | +4.7% | +24.3% | -19.6% | -10.2% |
| 6M | +9.0% | +20.6% | -11.6% | -4.8% |
| YTD | -11.1% | +14.6% | -25.8% | -20.0% |
| 1Y | +1.3% | +14.5% | -13.3% | -8.9% |
| 3Y | +114.5% | +67.9% | +46.5% | +47.5% |
| 5Y | +118.0% | +122.5% | -4.5% | +21.7% |
| 10Y | +464.9% | +573.3% | -108.4% | +63.8% |
| All | +464.9% | +574.4% | -109.4% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling