+86.1%
AXP vs AMP
+80.8%
+5.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | 0.0% |
| 7D | -0.1% | +3.9% | -4.1% | -2.9% |
| 30D | +4.4% | +5.1% | -0.7% | +0.5% |
| 3M | -6.4% | -8.7% | +2.3% | -0.4% |
| 6M | +4.2% | +11.4% | -7.3% | -4.5% |
| YTD | -12.4% | +7.3% | -19.7% | -18.1% |
| 1Y | -11.1% | +14.6% | -25.7% | -20.9% |
| 3Y | +114.9% | +61.2% | +53.6% | +47.1% |
| All | +86.1% | +80.8% | +5.3% | +14.3% |
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