+117.0%
AXP vs AMP
+121.7%
-4.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | -6.5% | -0.1% | -6.5% | -6.5% |
| 3M | +4.6% | +23.6% | -18.9% | -10.6% |
| 6M | +5.4% | +20.4% | -14.9% | -8.5% |
| YTD | -11.1% | +15.4% | -26.6% | -20.9% |
| 1Y | -0.3% | +11.0% | -11.3% | -8.8% |
| 3Y | +111.6% | +70.5% | +41.1% | +39.8% |
| All | +117.0% | +121.7% | -4.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling