+9.7%
AXP vs AMRZ
-17.1%
+26.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | +5.0% | +16.2% | -11.2% | +1.3% |
| 3M | -4.2% | -8.9% | +4.7% | -2.4% |
| 6M | +2.9% | -20.1% | +23.1% | +7.7% |
| YTD | -11.6% | -21.3% | +9.7% | -8.0% |
| 1Y | -11.1% | -12.6% | +1.6% | -9.5% |
| All | +9.7% | -17.1% | +26.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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