+113.2%
AXP vs AMP
+59.7%
+53.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.7% |
| 7D | -2.1% | +1.2% | -3.3% | -3.0% |
| 30D | +2.7% | +4.4% | -1.8% | -0.7% |
| 3M | -7.3% | -8.8% | +1.5% | -1.2% |
| 6M | +1.8% | +9.9% | -8.2% | -5.6% |
| YTD | -13.1% | +6.1% | -19.2% | -18.1% |
| 1Y | -13.7% | +10.6% | -24.3% | -21.3% |
| All | +113.2% | +59.7% | +53.5% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling