-11.1%
AXP vs AMP
+12.5%
-23.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | -0.1% | +3.9% | -4.1% | -2.3% |
| 30D | +4.4% | +5.1% | -0.7% | +1.4% |
| 3M | -6.4% | -8.7% | +2.3% | -1.4% |
| 6M | +4.2% | +11.4% | -7.3% | -2.3% |
| YTD | -12.4% | +7.3% | -19.7% | -18.7% |
| 1Y | -11.1% | +14.6% | -25.7% | -22.4% |
| All | -11.1% | +12.5% | -23.6% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling