-11.1%
AXP vs AMRZ
-13.9%
+2.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.0% |
| 3M | -4.2% | -8.9% | +4.7% | -2.2% |
| 6M | +2.9% | -20.1% | +23.1% | +8.1% |
| YTD | -11.6% | -21.3% | +9.7% | -9.4% |
| 1Y | -11.1% | -12.6% | +1.6% | -14.4% |
| All | -11.1% | -13.9% | +2.8% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling