+95.6%
AXP vs AMT
-18.8%
+114.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | +0.4% | +4.4% | -4.0% | -0.4% |
| 30D | +7.0% | +17.7% | -10.7% | +3.7% |
| 3M | -6.6% | +16.7% | -23.3% | -9.4% |
| 6M | +3.5% | +11.1% | -7.7% | +1.0% |
| YTD | -11.2% | +13.9% | -25.0% | -14.1% |
| 1Y | -10.2% | +12.5% | -22.7% | -12.9% |
| 3Y | +120.0% | +13.2% | +106.9% | +102.7% |
| 5Y | +95.6% | -17.9% | +113.4% | +99.2% |
| All | +95.6% | -18.8% | +114.3% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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