+440.3%
AXP vs AMP
+585.0%
-144.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -1.6% |
| 7D | -1.1% | +3.1% | -4.2% | -3.3% |
| 30D | +5.2% | +3.9% | +1.3% | +2.2% |
| 3M | -4.6% | -5.8% | +1.2% | -0.9% |
| 6M | +3.2% | +12.1% | -8.8% | -5.4% |
| YTD | -11.3% | +7.1% | -18.4% | -16.7% |
| 1Y | -11.0% | +14.2% | -25.2% | -20.2% |
| 3Y | +120.2% | +62.5% | +57.7% | +53.4% |
| 5Y | +91.7% | +82.6% | +9.1% | +20.9% |
| 10Y | +440.3% | +515.9% | -75.6% | +53.4% |
| All | +440.3% | +585.0% | -144.6% | +53.4% |
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