+117.0%
AXP vs AMT
-31.6%
+148.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.5% | +4.6% | -11.2% | -7.4% |
| 3M | +4.6% | -8.4% | +13.1% | +6.3% |
| 6M | +5.4% | -6.0% | +11.4% | +6.3% |
| YTD | -11.1% | +2.1% | -13.2% | -12.2% |
| 1Y | -0.3% | -6.4% | +6.1% | +0.3% |
| 3Y | +111.6% | +8.1% | +103.5% | +93.8% |
| All | +117.0% | -31.6% | +148.6% | +129.2% |
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