Factor Regression Analysis

Factor Regression Overview

This factor regression tool supports factor regression analysis of individual assets or a portfolio of assets using the given risk factor model. The multiple linear regression indicates how well the returns of the given assets or a portfolio are explained by the risk factor exposures. The supported equity risk factor models include:

  • The capital asset pricing model (CAPM) with market factor (MKT)
  • The Fama-French three factor model with market, size, and value factors (MKT, SMB, HML)
  • The Carhart four-factor model with market, size, value, and momentum factors (MKT, SMB, HML, MOM)
  • The Fama-French five factor model with market, size, value, profitability, and investment factors (MKT, SMB, HML, RMW, CMA)
  • The q-factor model with market, size, investment, return on equity, and expected growth factors (MKT, ME, I/A, ROE, EG)

Additional supported equity factors include the short and long-term reversal factors (STREV, LTREV) based on Fama-French factor data, quality (QMJ) factor based on both AQR and Alpha Architect factor data, and bet against beta (BAB) factor based on AQR factor data.

For fixed income funds and balanced funds you can include the fixed income factor model to explain returns based on term risk (interest rate risk) and credit risk exposures. The fixed income factors can be further adjusted to account for the yield curve and to add high yield credit risk as an additional factor.

Additionally you can freely construct the factor model using any combination of existing factors or other time series under the custom factor returns model.

Regression Model

Portfolio Assets
Allocation
Asset 1
%
Asset 2
%
Asset 3
%
Asset 4
%
Asset 5
%
Asset 6
%
Asset 7
%
Asset 8
%
Asset 9
%
Asset 10
%
Total
%

Factor Analysis Results

Factor Regression Summary

Name Ticker Start Date End Date Rm-Rf SMB HML MOM Alpha Annual Alpha R2
American Funds AMCAP A AMCPX Dec 1973 Apr 2023 0.94 0.12 -0.02 -0.04 0.15% 1.77% 90.6%
American Funds Growth Fund of Amer A AGTHX Dec 1973 Apr 2023 0.96 0.22 -0.12 0.02 0.18% 2.13% 89.5%
American Funds Washington Mutual A AWSHX Dec 1973 Apr 2023 0.88 -0.20 0.28 -0.01 0.09% 1.07% 92.0%
American Funds Invmt Co of Amer A AIVSX Dec 1973 Apr 2023 0.88 -0.11 0.10 -0.00 0.08% 0.96% 94.5%
Statistically significant factor exposures in bold

American Funds AMCAP A

Ticker AMCPX
Time Period Dec 1973 - Apr 2023
Regression Basis 593 monthly samples
Coefficient of Determination (R2) 90.6%
Adjusted R2 90.6%
Regression F statistic 1,424.47 (p-value = 0.000)
Autocorrelation Autocorrelation confirmed (Durbin-Watson test value is 1.765 with p-value 0.002)
Heteroscedasticity Heteroscedasticity confirmed (Breusch-Pagan test value is 19.701 with p-value 0.001)
Factor Loading Standard Error t-stat p-value 95% Confidence Interval
Market (Rm-Rf) 0.94 0.014 67.794 0.000 0.909...0.963
Size (SMB) 0.12 0.020 6.129 0.000 0.085...0.165
Value (HML) -0.02 0.020 -1.001 0.317 -0.060...0.019
Momentum (MOM) -0.04 0.014 -2.993 0.003 -0.070...-0.015
Alpha (α) 14.74bps 0.001 2.406 0.016 0.03%...0.27%
Annualized Alpha (α) 1.77%  

American Funds Growth Fund of Amer A

Ticker AGTHX
Time Period Dec 1973 - Apr 2023
Regression Basis 593 monthly samples
Coefficient of Determination (R2) 89.5%
Adjusted R2 89.5%
Regression F statistic 1,259.41 (p-value = 0.000)
Autocorrelation No autocorrelation confirmed (Durbin-Watson test value is 1.957 with p-value 0.298)
Heteroscedasticity No heteroscedasticity confirmed (Breusch-Pagan test value is 5.281 with p-value 0.260)
Factor Loading Standard Error t-stat p-value 95% Confidence Interval
Market (Rm-Rf) 0.96 0.016 61.881 0.000 0.931...0.992
Size (SMB) 0.22 0.023 9.605 0.000 0.175...0.265
Value (HML) -0.12 0.023 -5.385 0.000 -0.166...-0.077
Momentum (MOM) 0.02 0.016 1.228 0.220 -0.012...0.051
Alpha (α) 17.77bps 0.001 2.578 0.010 0.04%...0.31%
Annualized Alpha (α) 2.13%  

American Funds Washington Mutual A

Ticker AWSHX
Time Period Dec 1973 - Apr 2023
Regression Basis 593 monthly samples
Coefficient of Determination (R2) 92.0%
Adjusted R2 92.0%
Regression F statistic 1,701.32 (p-value = 0.000)
Autocorrelation No autocorrelation confirmed (Durbin-Watson test value is 1.869 with p-value 0.055)
Heteroscedasticity Heteroscedasticity confirmed (Breusch-Pagan test value is 16.182 with p-value 0.003)
Factor Loading Standard Error t-stat p-value 95% Confidence Interval
Market (Rm-Rf) 0.88 0.011 80.075 0.000 0.862...0.905
Size (SMB) -0.20 0.016 -12.199 0.000 -0.230...-0.166
Value (HML) 0.28 0.016 17.391 0.000 0.248...0.312
Momentum (MOM) -0.01 0.011 -1.086 0.278 -0.035...0.010
Alpha (α) 8.91bps 0.000 1.819 0.069 -0.01%...0.19%
Annualized Alpha (α) 1.07%  

American Funds Invmt Co of Amer A

Ticker AIVSX
Time Period Dec 1973 - Apr 2023
Regression Basis 593 monthly samples
Coefficient of Determination (R2) 94.5%
Adjusted R2 94.5%
Regression F statistic 2,548.97 (p-value = 0.000)
Autocorrelation No autocorrelation confirmed (Durbin-Watson test value is 2.023 with p-value 0.610)
Heteroscedasticity No heteroscedasticity confirmed (Breusch-Pagan test value is 4.428 with p-value 0.351)
Factor Loading Standard Error t-stat p-value 95% Confidence Interval
Market (Rm-Rf) 0.88 0.009 96.818 0.000 0.859...0.894
Size (SMB) -0.11 0.013 -8.368 0.000 -0.138...-0.085
Value (HML) 0.10 0.013 7.574 0.000 0.074...0.126
Momentum (MOM) -0.00 0.009 -0.174 0.862 -0.020...0.017
Alpha (α) 8.03bps 0.000 1.998 0.046 0.00%...0.16%
Annualized Alpha (α) 0.96%  
Notes and Disclosures
  • IMPORTANT: The projections or other information generated by Portfolio Visualizer regarding the likelihood of various investment outcomes are hypothetical in nature, do not reflect actual investment results and are not guarantees of future results. Results may vary with each use and over time.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. Past performance is not a guarantee of future results.
  • Asset allocation and diversification strategies do not guarantee a profit or protect against a loss.
  • Hypothetical returns do not reflect trading costs, transaction fees, commissions, or actual taxes due on investment returns.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • Refer to the related documentation sections for more details on terms and definitions, methodology, and data sources.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • Refer to the documentation regarding the list of factor data sources and methodology descriptions.
  • Results are based on multiple linear regression against monthly factor returns.
  • 4-factor model: Ra = Rrf + Bmkt × ( Rmkt - Rrf ) + Bsmb × SMB + Bhml × HML + Bmom × MOM + α
  • Symbols:
    Ra
    Asset return
    Rrf
    Risk free return
    Bmkt
    Market loading factor (exposure to market risk, different from CAPM beta)
    Rmkt
    Market return
    Bsmb
    Size loading factor (the level of exposure to size risk)
    SMB
    Small Minus Big: The size premium
    Bhml
    Value loading factor (the level of exposure to value risk)
    HML
    High Minus Low: The value premium
    Bmom
    Momentum loading factor (the level of exposure to momentum)
    MOM
    Up Minus Down: The momentum premium
    Alpha
    Excess return over the benchmark
    t-stat
    t-statistic is a ratio of the departure of an estimated parameter from its notional value and its standard error
    p-value
    p-value measures the statistical significance of the estimated parameter
    R2
    Coefficient of determination

Factor Returns

Monthly Factor Premiums (BPS) 63.71 18.43 27.27 56.26  
Name Ticker Start Date End Date Annual Alpha Rm-Rf SMB HML MOM Total R2
American Funds AMCAP A AMCPX Dec 1973 Apr 2023 1.77% 59.62 2.30 -0.55 -2.39 73.72 90.6%
American Funds Growth Fund of Amer A AGTHX Dec 1973 Apr 2023 2.13% 61.23 4.05 -3.33 1.11 80.83 89.5%
American Funds Washington Mutual A AWSHX Dec 1973 Apr 2023 1.07% 56.29 -3.65 7.64 -0.69 68.49 92.0%
American Funds Invmt Co of Amer A AIVSX Dec 1973 Apr 2023 0.96% 55.83 -2.06 2.73 -0.09 64.44 94.5%

Risk and Return Attribution

NameStart DateEnd DateCumulative ReturnAnnualized ReturnAnnualized Standard DeviationCumulative ReturnReturn ContributionRisk Contribution
MarketSMBHMLMOMAlphaMarketSMBHMLMOMAlphaMarketSMBHMLMOMAlpha
American Funds AMCAP ADec 1973Apr 202332,666.01%12.44%16.26%27,760.31%667.91%-180.75%-804.33%5,222.87%80.15%1.93%-0.52%-2.32%15.08%87.19%2.44%0.26%0.71%9.40%
American Funds Growth Fund of Amer ADec 1973Apr 202345,388.55%13.18%17.31%37,255.02%1,500.88%-1,559.81%513.71%7,678.75%76.80%3.09%-3.22%1.06%15.83%82.78%4.76%2.17%-0.20%10.48%
American Funds Washington Mutual ADec 1973Apr 202328,186.10%12.10%14.09%23,593.56%-1,053.97%2,242.25%-195.88%3,600.14%76.89%-3.43%7.31%-0.64%11.73%92.05%-0.95%0.64%0.26%7.99%
American Funds Invmt Co of Amer ADec 1973Apr 202322,398.50%11.58%13.96%19,317.47%-478.46%692.76%-8.84%2,875.57%82.65%-2.05%2.96%-0.04%12.30%96.68%-1.25%-0.95%0.01%5.50%

American Funds AMCAP A Cumulative Return

American Funds Growth Fund of Amer A Cumulative Return

American Funds Washington Mutual A Cumulative Return

American Funds Invmt Co of Amer A Cumulative Return

Residuals

MonthAMCPXAGTHXAWSHXAIVSX
Dec 1973-3.09%0.73%4.38%-0.18%
Jan 19741.62%2.28%1.42%0.65%
Feb 19740.47%0.73%-0.37%1.44%
Mar 1974-1.11%0.72%0.15%-0.88%
Apr 19740.04%2.39%-0.82%1.36%
May 1974-0.36%-1.42%-2.11%-0.06%
Jun 1974-1.79%-0.11%0.78%-0.38%
Jul 1974-1.14%2.13%3.85%1.63%
Aug 19742.22%0.94%-1.05%0.54%
Sep 1974-1.95%5.03%1.44%-0.53%
Oct 1974-1.18%-9.52%1.27%-0.34%
Nov 1974-0.51%0.05%-1.36%0.30%
Dec 1974-1.04%0.75%0.17%0.99%
Jan 19755.01%-1.16%3.07%-1.12%
Feb 19752.95%-2.45%-0.76%-1.03%
Mar 19757.13%2.61%0.12%1.78%
Apr 1975-0.40%3.38%1.05%2.07%
May 19751.72%-3.53%-0.09%-0.14%
Jun 1975-0.51%-1.96%0.72%0.50%
Jul 1975-3.63%-1.09%1.78%-0.69%
Aug 1975-0.90%-0.04%0.69%-0.08%
Sep 19750.59%-0.05%1.59%0.26%
Oct 1975-0.46%-2.02%-1.43%-1.28%
Nov 1975-1.51%-1.54%-0.33%-0.11%
Dec 1975-0.56%2.69%0.55%0.57%
Jan 19764.25%5.88%0.59%1.40%
Feb 19762.15%0.71%1.75%0.10%
Mar 1976-0.89%-4.09%-0.69%0.28%
Apr 1976-2.68%-2.94%0.56%0.23%
May 19760.23%-0.36%0.10%0.58%
Jun 1976-0.32%5.20%-0.03%0.88%
Jul 1976-2.99%-5.15%-0.33%-0.66%
Aug 1976-1.36%-4.01%-0.94%-0.88%
Sep 1976-2.12%-3.28%-0.81%0.91%
Oct 1976-1.87%-3.42%-1.02%-1.11%
Nov 19763.86%2.72%1.82%0.32%
Dec 19764.14%1.98%0.64%1.11%
Jan 1977-0.04%0.97%1.55%-1.07%
Feb 1977-1.32%-2.48%-0.48%-1.01%
Mar 19771.42%0.22%0.21%0.07%
Apr 19770.33%0.33%-0.30%0.76%
May 19771.54%0.87%-0.05%0.07%
Jun 19770.77%2.62%-1.45%0.43%
Jul 19771.45%1.63%0.10%-0.28%
Aug 19770.39%0.44%-1.12%-0.13%
Sep 19771.33%2.11%0.16%-0.14%
Oct 19771.80%0.70%-0.37%-0.23%
Nov 19775.67%5.13%0.64%1.34%
Dec 19771.37%2.75%0.64%0.59%
Jan 1978-0.64%-1.96%-1.81%-1.23%
Feb 19780.99%3.73%0.51%0.13%
Mar 19783.05%2.37%1.60%2.20%
Apr 19781.26%-0.66%0.74%2.55%
May 19783.30%2.45%0.64%2.11%
Jun 19782.15%2.05%-1.07%0.52%
Jul 19782.64%3.38%1.02%3.50%
Aug 19782.07%2.96%1.98%0.01%
Sep 1978-1.06%-1.17%0.04%-1.77%
Oct 1978-6.01%-6.18%-3.05%-3.34%
Nov 19783.84%3.60%1.59%1.98%
Dec 1978-0.40%2.18%0.17%0.82%
Jan 19792.99%0.98%1.00%-0.58%
Feb 19790.72%-2.40%-0.86%-2.96%
Mar 19791.86%2.71%0.86%1.63%
Apr 19790.82%1.16%0.12%-0.05%
May 1979-2.03%-1.98%-1.97%-1.13%
Jun 1979-0.87%2.07%-1.39%0.36%
Jul 19790.79%0.60%0.22%0.54%
Aug 19794.25%1.68%1.59%2.12%
Sep 19793.43%0.54%-0.62%0.12%
Oct 19791.21%-0.20%-3.00%-2.97%
Nov 19793.58%4.04%-1.14%0.89%
Dec 19792.69%2.69%2.02%1.68%
Jan 1980-2.34%-0.75%1.48%0.84%
Feb 19800.52%-0.62%-2.82%-3.77%
Mar 1980-0.75%-1.75%-0.53%0.37%
Apr 1980-0.02%-1.64%-2.25%-3.12%
May 1980-1.60%0.76%0.80%0.32%
Jun 1980-1.26%-2.05%-0.53%-1.15%
Jul 19801.62%4.67%5.15%3.32%
Aug 1980-0.12%0.05%0.49%-0.60%
Sep 19800.31%1.00%-0.12%-0.19%
Oct 1980-0.02%-1.95%-0.08%-0.31%
Nov 1980-3.18%-0.86%-2.02%-2.96%
Dec 19801.49%3.00%0.90%1.15%
Jan 1981-0.27%-1.59%2.45%0.01%
Feb 1981-0.76%0.02%2.07%1.42%
Mar 19810.83%0.78%1.56%0.52%
Apr 19812.02%1.40%-0.13%0.20%
May 19810.28%0.84%1.07%1.00%
Jun 1981-0.60%-2.34%-0.77%-0.52%
Jul 1981-1.88%-0.46%-1.97%-1.79%
Aug 19811.50%1.95%-1.66%0.39%
Sep 19813.91%3.65%-0.15%0.93%
Oct 1981-1.14%-2.83%-0.95%-1.00%
Nov 1981-0.45%-1.71%0.40%-2.22%
Dec 19812.32%2.69%0.41%0.49%
Jan 19821.39%0.66%0.99%1.11%
Feb 19822.53%3.57%1.23%0.98%
Mar 19820.09%0.65%0.36%0.96%
Apr 19820.60%-0.60%1.28%0.37%
May 19820.56%1.56%-1.27%-0.12%
Jun 19821.21%0.10%1.83%1.74%
Jul 19820.82%1.78%0.84%0.47%
Aug 1982-0.49%-3.04%0.85%1.76%
Sep 1982-0.44%0.39%0.02%-0.82%
Oct 1982-1.09%-1.41%2.60%2.26%
Nov 19820.49%-3.13%1.71%0.89%
Dec 19820.18%-0.25%-0.71%0.34%
Jan 1983-1.45%-1.60%-0.28%-1.45%
Feb 19830.95%2.72%1.41%0.75%
Mar 1983-2.05%-2.22%1.09%0.33%
Apr 1983-2.96%-3.73%-0.48%-1.01%
May 1983-0.40%2.03%-0.97%-2.10%
Jun 1983-0.63%0.31%1.29%1.78%
Jul 19830.43%-0.21%-1.28%-1.01%
Aug 1983-0.26%0.69%-0.98%-1.17%
Sep 19830.64%2.25%0.66%1.27%
Oct 19830.27%0.11%0.04%1.09%
Nov 19830.60%0.48%1.67%0.22%
Dec 1983-0.57%0.62%-0.85%-0.33%
Jan 1984-3.48%-1.27%-2.67%-1.64%
Feb 1984-0.37%-0.81%-1.37%-1.62%
Mar 1984-0.87%-1.33%-0.32%1.40%
Apr 19840.04%0.34%-0.46%-0.40%
May 1984-0.22%-2.09%0.17%-0.80%
Jun 19841.73%1.37%-0.19%0.58%
Jul 19840.56%-2.17%1.25%0.42%
Aug 19841.39%2.45%1.18%0.07%
Sep 1984-3.46%-4.13%-1.86%-1.67%
Oct 19840.06%-1.54%0.52%1.65%
Nov 1984-1.20%0.56%-0.52%-0.48%
Dec 19841.25%1.50%0.25%0.92%
Jan 1985-0.98%1.36%0.76%-0.18%
Feb 1985-2.78%-2.88%-0.02%-1.18%
Mar 1985-2.28%0.13%-1.60%0.49%
Apr 1985-1.73%-0.49%-0.53%-1.64%
May 1985-0.17%-1.29%1.22%1.59%
Jun 19850.70%0.47%0.10%0.15%
Jul 19850.76%1.25%-0.28%1.17%
Aug 1985-1.18%-0.93%-0.53%-0.50%
Sep 1985-0.38%-1.73%0.22%0.48%
Oct 1985-0.88%-0.14%-0.03%-0.09%
Nov 19850.80%-0.69%1.28%0.14%
Dec 1985-0.06%-0.77%0.61%1.93%
Jan 1986-0.08%0.29%0.29%0.27%
Feb 1986-0.70%0.12%1.51%1.10%
Mar 1986-1.46%-0.41%0.36%-0.16%
Apr 19861.35%1.04%-0.46%1.29%
May 1986-0.01%0.01%-0.09%-1.68%
Jun 1986-2.61%-1.59%0.43%0.13%
Jul 19861.99%-1.88%-0.51%0.57%
Aug 1986-0.18%0.58%0.44%-0.15%
Sep 1986-0.07%1.04%-1.73%0.08%
Oct 19860.73%0.98%0.48%-1.07%
Nov 1986-0.53%-0.52%1.17%0.65%
Dec 19861.10%1.23%-0.21%1.37%
Jan 19871.73%0.96%-0.49%-0.77%
Feb 19871.70%1.88%0.07%0.87%
Mar 1987-2.07%-2.99%-0.89%-0.76%
Apr 19872.22%0.38%0.72%0.52%
May 1987-0.33%2.55%-0.21%-0.17%
Jun 1987-1.29%-2.57%0.09%-0.45%
Jul 1987-0.29%0.19%-1.89%-0.17%
Aug 19870.87%-1.10%0.51%1.16%
Sep 19871.24%0.48%-0.44%0.13%
Oct 19872.65%3.12%-1.00%0.87%
Nov 1987-1.85%-1.47%-0.93%-0.87%
Dec 19873.57%4.17%0.97%0.04%
Jan 1988-4.19%-0.39%2.39%-1.80%
Feb 1988-0.18%1.85%-1.32%0.16%
Mar 1988-1.46%-0.40%-0.29%-1.43%
Apr 1988-0.63%0.10%-0.62%-0.31%
May 1988-0.69%0.16%0.41%0.21%
Jun 19880.60%0.32%-0.37%0.10%
Jul 1988-2.41%-1.18%-0.32%0.04%
Aug 1988-0.61%-1.10%-0.92%-0.70%
Sep 19880.33%0.58%-0.45%0.29%
Oct 1988-1.47%-1.58%-0.37%-0.54%
Nov 1988-0.26%-0.22%-0.55%-0.78%
Dec 19881.44%1.43%-0.05%0.44%
Jan 19891.58%2.02%0.17%0.05%
Feb 1989-0.15%-0.09%-0.28%-0.39%
Mar 1989-0.69%0.00%0.14%0.36%
Apr 19890.99%1.44%1.00%0.28%
May 19890.51%0.33%0.18%0.40%
Jun 1989-0.68%0.20%-0.73%-0.16%
Jul 1989-1.21%-1.98%0.11%0.32%
Aug 19890.39%0.55%0.02%-0.95%
Sep 19891.42%1.09%0.27%1.42%
Oct 19890.77%0.57%-0.32%0.91%
Nov 1989-1.40%-1.59%-0.73%-0.38%
Dec 1989-1.35%-1.61%0.38%-1.09%
Jan 19901.04%1.09%-1.10%0.36%
Feb 1990-0.77%0.38%-0.19%-0.33%
Mar 19900.24%-0.61%0.71%0.69%
Apr 19900.76%0.64%-0.32%1.44%
May 19902.03%0.82%0.84%-0.94%
Jun 19900.05%-2.07%-1.32%0.21%
Jul 1990-3.23%-2.02%-0.25%-0.07%
Aug 1990-0.90%0.21%-1.86%-0.25%
Sep 1990-1.54%0.39%-0.12%1.60%
Oct 19900.46%0.37%0.36%0.67%
Nov 19903.40%1.49%2.20%-1.08%
Dec 19901.31%0.38%1.57%1.13%
Jan 19912.29%2.88%0.11%1.10%
Feb 1991-0.73%-0.78%-1.58%-0.09%
Mar 1991-0.59%-2.50%0.72%-2.02%
Apr 1991-0.20%-0.18%-0.46%-0.47%
May 19910.02%0.19%0.54%0.68%
Jun 1991-2.91%-3.05%-0.41%-1.18%
Jul 19911.50%1.21%-0.80%0.24%
Aug 1991-0.50%-1.80%-0.68%-0.50%
Sep 1991-0.09%-0.13%1.70%0.97%
Oct 1991-0.11%0.92%0.04%-0.23%
Nov 1991-0.18%-1.08%-1.68%-0.33%
Dec 19912.02%0.17%0.95%-0.05%
Jan 1992-0.54%-1.27%-1.40%-1.09%
Feb 19920.16%1.59%-1.38%-0.24%
Mar 1992-1.89%-1.04%-0.31%-0.51%
Apr 1992-1.05%-0.19%0.44%-0.04%
May 19920.14%0.95%-0.88%0.11%
Jun 19920.40%-1.06%-0.53%-0.39%
Jul 1992-1.45%-1.19%0.42%0.03%
Aug 1992-0.26%-0.68%-0.38%0.44%
Sep 19920.89%-0.13%0.28%0.41%
Oct 1992-0.98%-0.62%-0.40%-2.06%
Nov 19920.67%1.28%-0.76%-0.36%
Dec 1992-0.09%-0.51%-0.45%-0.38%
Jan 19930.11%0.76%-1.71%-0.44%
Feb 1993-0.15%-1.00%0.37%-0.66%
Mar 1993-0.92%-1.55%0.36%-0.83%
Apr 1993-1.54%0.76%1.48%0.45%
May 19931.39%1.45%-0.59%-0.05%
Jun 1993-1.02%-0.61%-0.30%-0.36%
Jul 1993-0.93%0.81%-0.26%-0.25%
Aug 19931.16%2.41%-0.35%0.22%
Sep 19931.11%-0.84%0.65%-0.28%
Oct 19930.39%-0.13%0.08%1.12%
Nov 1993-0.49%-0.13%-0.99%0.12%
Dec 19930.18%-0.41%0.06%0.57%
Jan 1994-0.84%-0.54%-0.15%0.34%
Feb 19940.57%0.46%-1.16%-0.64%
Mar 19940.01%0.42%-0.66%-0.25%
Apr 1994-1.93%-1.09%0.55%0.40%
May 19941.92%1.01%0.90%0.55%
Jun 1994-0.82%-0.87%-0.24%-0.12%
Jul 19940.19%0.88%-1.03%-0.15%
Aug 19940.57%-0.12%1.36%0.39%
Sep 1994-1.83%-1.88%0.05%-0.75%
Oct 19940.42%0.46%-0.37%-0.06%
Nov 19940.07%0.32%0.21%0.02%
Dec 1994-0.15%-1.18%0.04%-0.73%
Jan 1995-0.73%-0.19%0.74%-1.26%
Feb 1995-0.14%0.75%-0.55%-0.83%
Mar 1995-1.36%0.17%-0.44%0.03%
Apr 1995-1.10%0.94%0.11%-0.19%
May 19951.00%0.27%-0.32%0.23%
Jun 19950.47%1.55%-0.95%-0.16%
Jul 19950.44%-0.18%0.13%0.06%
Aug 1995-0.60%-0.22%0.18%-0.73%
Sep 1995-1.33%-3.16%1.47%-1.11%
Oct 19950.61%-0.40%-0.52%-0.37%
Nov 1995-0.72%-1.02%0.87%0.36%
Dec 1995-1.26%-3.06%2.14%0.31%
Jan 19960.53%0.48%-0.74%0.22%
Feb 19960.42%-0.34%-0.90%-0.43%
Mar 1996-3.70%-2.83%0.54%0.18%
Apr 1996-1.32%0.48%0.05%-0.26%
May 1996-1.95%-3.18%0.17%-0.29%
Jun 1996-0.75%-1.31%-0.12%-0.51%
Jul 1996-0.93%-0.88%-1.35%0.15%
Aug 1996-0.82%-0.59%0.70%-0.82%
Sep 19963.10%0.15%0.40%0.05%
Oct 1996-0.42%0.14%0.02%-0.16%
Nov 19961.86%3.78%-0.95%0.45%
Dec 1996-1.70%-0.98%-0.51%-0.38%
Jan 1997-1.09%0.77%-0.23%-0.44%
Feb 1997-0.40%-0.54%-0.47%0.69%
Mar 1997-0.10%1.39%-0.37%0.23%
Apr 19970.51%-0.61%-2.13%-0.66%
May 1997-0.62%-2.08%1.56%0.52%
Jun 1997-1.46%-2.42%0.53%0.08%
Jul 19970.99%1.22%-0.55%-0.13%
Aug 19970.41%1.75%-0.35%-0.15%
Sep 1997-1.21%-0.79%0.58%0.09%
Oct 19971.47%0.40%0.43%-0.14%
Nov 1997-0.62%-2.02%0.12%-1.08%
Dec 19972.54%0.95%-1.21%-0.58%
Jan 1998-0.36%0.61%-0.30%0.01%
Feb 19980.67%-1.07%-0.62%-0.93%
Mar 1998-0.36%-1.11%0.71%-0.08%
Apr 19980.25%1.21%-1.40%0.02%
May 1998-0.34%-1.07%-0.49%-0.32%
Jun 19982.33%1.45%-1.82%-1.25%
Jul 19982.38%3.18%-0.52%0.64%
Aug 19981.00%-0.52%0.24%-0.41%
Sep 19980.30%1.44%1.78%1.60%
Oct 1998-0.55%0.62%-0.46%-0.35%
Nov 1998-0.48%0.95%-0.39%0.41%
Dec 19982.32%2.55%-1.86%-1.16%
Jan 19990.80%3.13%-3.00%0.11%
Feb 19990.39%0.87%0.32%0.15%
Mar 1999-3.22%-0.85%-1.26%-1.74%
Apr 1999-2.82%-1.81%3.21%1.13%
May 19991.88%2.56%0.78%0.96%
Jun 19991.56%1.25%-0.46%0.77%
Jul 1999-1.03%0.98%0.31%0.49%
Aug 1999-0.35%0.07%-2.02%-1.32%
Sep 19991.35%0.39%0.12%0.71%
Oct 1999-2.58%0.97%-0.58%-1.94%
Nov 1999-0.08%-1.90%-2.30%-0.83%
Dec 1999-0.57%1.76%-4.99%-0.45%
Jan 20002.03%2.18%0.96%0.71%
Feb 2000-2.59%4.48%-3.00%0.48%
Mar 20002.64%2.99%1.26%0.09%
Apr 20004.27%3.95%1.58%2.31%
May 20001.99%2.57%4.29%2.67%
Jun 2000-3.43%-3.06%-5.87%-2.59%
Jul 20001.37%2.64%-1.07%-1.46%
Aug 2000-1.63%-0.54%-1.85%-1.60%
Sep 20001.54%1.75%3.46%0.76%
Oct 20005.18%1.49%2.46%1.63%
Nov 20004.38%2.64%2.41%3.33%
Dec 20002.07%1.11%2.22%1.73%
Jan 2001-1.97%-0.74%0.97%-0.06%
Feb 20013.31%0.03%3.33%2.33%
Mar 20011.18%-1.27%2.43%2.11%
Apr 2001-1.16%1.50%-1.39%-1.07%
May 20010.14%-1.37%0.44%-0.01%
Jun 20010.17%-0.73%0.45%-0.06%
Jul 20011.82%0.31%1.00%0.94%
Aug 20010.44%-1.07%2.36%1.19%
Sep 2001-0.78%-3.05%0.00%0.15%
Oct 2001-1.49%0.56%0.64%0.02%
Nov 20011.40%2.49%-1.61%-0.74%
Dec 2001-1.31%-1.41%0.17%-0.76%
Jan 2002-1.15%-1.59%-0.10%-0.43%
Feb 2002-0.60%-0.66%1.01%0.98%
Mar 20020.28%-0.59%0.74%0.27%
Apr 20020.12%-1.87%1.90%1.60%
May 20021.44%0.75%0.28%0.95%
Jun 2002-1.18%-2.90%1.94%-0.07%
Jul 20020.97%-0.04%-1.20%-0.11%
Aug 20020.20%1.23%-1.45%0.18%
Sep 20021.34%2.21%-2.03%-0.57%
Oct 2002-0.76%0.50%-1.32%-1.37%
Nov 20020.30%0.68%1.65%0.90%
Dec 2002-0.66%-2.35%0.74%1.01%
Jan 20031.27%-0.24%-0.51%-0.42%
Feb 20030.67%0.67%-0.80%0.03%
Mar 2003-0.51%-1.54%0.34%-1.05%
Apr 2003-0.33%0.22%0.20%-0.36%
May 2003-0.62%0.07%0.69%0.31%
Jun 2003-1.21%-0.70%0.60%0.26%
Jul 2003-1.13%-1.58%-0.27%-0.70%
Aug 20030.96%1.40%-0.33%0.51%
Sep 2003-1.97%-1.93%-0.14%0.00%
Oct 2003-0.55%-0.26%-0.31%-0.31%
Nov 2003-0.22%-0.26%-0.65%0.30%
Dec 2003-1.24%0.48%1.34%1.26%
Jan 2004-0.19%0.03%-1.17%-0.85%
Feb 20040.28%0.76%0.27%-0.02%
Mar 2004-0.40%-0.40%-0.37%-0.11%
Apr 20040.48%0.10%0.81%0.05%
May 20040.24%-0.10%-0.55%-1.06%
Jun 2004-0.82%-1.13%0.21%0.37%
Jul 2004-0.15%0.85%0.01%0.60%
Aug 2004-1.20%-0.66%0.24%0.03%
Sep 20040.26%-0.02%-0.03%0.15%
Oct 20040.08%0.30%-1.18%-0.41%
Nov 2004-1.74%-1.18%-0.57%0.37%
Dec 2004-0.33%-0.47%-0.47%-1.04%
Jan 20050.53%0.44%-0.96%-0.17%
Feb 2005-1.38%0.19%0.27%0.51%
Mar 20050.61%0.62%-1.18%-0.42%
Apr 20050.02%0.48%0.04%-0.49%
May 20050.28%-0.03%-0.69%-0.95%
Jun 20050.24%0.35%-0.62%0.16%
Jul 2005-0.85%0.04%0.02%0.15%
Aug 20050.29%2.02%-0.90%0.48%
Sep 2005-1.19%0.11%-1.04%-0.27%
Oct 20050.93%0.10%-0.71%-0.50%
Nov 20050.04%0.32%0.00%-0.43%
Dec 20050.71%2.02%0.01%1.01%
Jan 2006-1.22%0.50%0.30%0.72%
Feb 2006-1.01%-2.71%0.66%-0.48%
Mar 2006-0.91%-0.70%-0.28%-0.28%
Apr 2006-0.64%1.12%-0.12%0.80%
May 2006-0.36%0.15%-0.54%0.36%
Jun 20060.43%0.33%0.22%0.65%
Jul 2006-1.30%0.30%0.15%0.38%
Aug 2006-0.32%-1.11%-0.27%-0.24%
Sep 2006-0.11%-1.31%0.24%-0.84%
Oct 2006-0.23%-0.35%0.16%-0.33%
Nov 2006-0.32%0.34%-0.38%-0.48%
Dec 2006-1.39%-0.94%-0.65%-0.58%
Jan 20070.73%-0.59%-0.25%-0.23%
Feb 2007-0.17%-0.36%0.02%-0.10%
Mar 2007-0.45%-0.10%0.39%0.16%
Apr 2007-0.44%0.20%0.74%0.18%
May 2007-0.61%0.01%0.69%-0.01%
Jun 20070.89%0.86%0.17%1.15%
Jul 20071.60%1.51%0.55%0.67%
Aug 20070.54%-0.47%1.08%0.63%
Sep 2007-0.50%1.34%-0.22%-0.25%
Oct 2007-0.57%-0.35%-0.77%-1.35%
Nov 20070.23%0.04%-0.93%-0.23%
Dec 20070.13%-0.24%-0.37%-0.35%
Jan 2008-0.08%0.83%-0.70%-0.16%
Feb 2008-0.40%1.63%-0.82%-0.52%
Mar 2008-0.81%-1.01%0.70%-0.62%
Apr 2008-0.55%0.57%-0.64%-0.41%
May 2008-1.54%-0.01%-0.05%0.05%
Jun 2008-1.03%0.41%-0.44%-0.19%
Jul 2008-0.19%-2.84%-0.69%-0.40%
Aug 2008-0.13%-2.36%0.33%-0.93%
Sep 20080.55%-2.42%0.02%-1.72%
Oct 2008-0.95%-1.08%-0.93%-0.06%
Nov 20080.09%-1.21%2.13%0.56%
Dec 2008-0.82%-0.86%0.23%0.70%
Jan 20091.24%0.81%1.08%0.92%
Feb 20091.24%2.12%-0.32%0.98%
Mar 20090.79%0.41%-1.62%-0.36%
Apr 20091.73%-0.11%-2.23%-0.85%
May 2009-0.85%2.23%-0.17%1.30%
Jun 2009-0.54%-1.79%0.51%0.42%
Jul 20090.44%-0.87%-1.27%-0.67%
Aug 20090.28%0.00%-2.50%-0.98%
Sep 2009-0.81%-0.05%-0.85%-0.43%
Oct 20090.41%0.36%2.03%0.94%
Nov 20090.07%0.51%1.11%0.15%
Dec 20090.33%-1.54%0.25%0.59%
Jan 2010-1.01%-1.31%-0.23%-1.07%
Feb 20100.31%-0.40%-2.00%-0.96%
Mar 2010-0.00%-0.55%-0.60%-0.60%
Apr 2010-0.68%-2.22%-0.18%-0.53%
May 2010-1.08%-1.05%-0.48%-1.53%
Jun 2010-0.88%0.53%1.83%0.80%
Jul 2010-0.34%-0.77%1.39%1.19%
Aug 2010-0.95%0.44%0.86%-0.70%
Sep 20100.42%-1.64%0.88%1.49%
Oct 20100.45%-0.31%0.52%0.58%
Nov 2010-0.69%-2.23%-0.56%-1.88%
Dec 2010-0.53%-0.05%-0.75%0.37%
Jan 20110.62%0.24%-0.72%-0.05%
Feb 2011-0.86%-0.40%0.04%-0.63%
Mar 2011-0.55%-1.33%1.65%-0.36%
Apr 2011-0.04%-0.45%1.11%0.60%
May 20110.27%-0.74%0.58%-0.54%
Jun 20110.42%-0.21%1.05%-0.16%
Jul 20110.44%0.83%-0.66%-0.31%
Aug 20110.05%-0.89%1.54%-0.84%
Sep 2011-0.03%-1.08%1.04%-0.60%
Oct 2011-0.60%-1.31%-0.43%0.66%
Nov 20110.02%-0.55%0.73%-0.39%
Dec 2011-0.92%-1.79%0.60%-0.21%
Jan 20120.78%1.73%-1.58%0.12%
Feb 2012-0.21%0.46%-1.22%0.04%
Mar 2012-0.68%-0.52%-1.42%-0.85%
Apr 20120.84%0.38%1.47%0.50%
May 2012-0.62%-1.42%0.27%-0.59%
Jun 2012-1.21%-0.86%1.01%0.59%
Jul 20120.13%0.47%0.53%0.61%
Aug 2012-0.43%0.57%-1.64%-0.21%
Sep 2012-0.49%0.53%-1.18%-0.81%
Oct 20120.12%0.95%-0.48%0.12%
Nov 20120.84%0.90%-0.00%0.17%
Dec 2012-0.14%0.27%-1.18%-0.40%
Jan 2013-0.06%-0.97%-1.01%-0.85%
Feb 2013-0.39%-0.81%0.27%-0.14%
Mar 2013-0.13%-0.96%0.12%0.22%
Apr 20130.39%0.62%1.04%1.54%
May 2013-0.06%-0.04%-0.81%-1.49%
Jun 2013-0.63%-0.73%0.64%-0.32%
Jul 20130.58%-0.42%-0.48%0.41%
Aug 20131.21%0.39%0.28%0.62%
Sep 20130.36%0.56%0.77%0.38%
Oct 2013-0.21%0.11%-0.24%0.77%
Nov 20130.25%-0.96%0.30%-0.23%
Dec 2013-0.34%0.05%-0.33%0.21%
Jan 20141.56%0.48%0.20%0.36%
Feb 20141.32%0.49%0.24%0.49%
Mar 2014-1.73%-1.66%-1.07%-0.56%
Apr 20140.02%0.09%-0.10%0.56%
May 20141.73%1.74%-0.38%0.83%
Jun 2014-0.52%-0.99%0.02%-0.19%
Jul 20140.66%1.04%-1.24%-0.17%
Aug 2014-0.43%-0.12%0.40%0.18%
Sep 2014-0.16%0.33%0.41%-0.09%
Oct 2014-0.80%-1.80%0.74%0.98%
Nov 2014-0.54%-0.92%0.00%-0.22%
Dec 2014-0.94%-1.28%-0.36%-1.99%
Jan 20151.32%1.23%0.38%0.98%
Feb 2015-0.75%-0.85%0.43%-0.36%
Mar 2015-0.61%-0.72%-0.03%-0.87%
Apr 20150.84%1.90%-0.90%1.07%
May 20150.58%-0.51%-0.23%-0.49%
Jun 2015-0.39%-1.13%-0.46%-0.78%
Jul 20150.37%0.91%0.77%0.43%
Aug 2015-0.20%0.54%-1.31%-1.19%
Sep 2015-0.72%-0.33%0.04%-1.19%
Oct 2015-0.29%1.06%1.24%1.67%
Nov 2015-0.24%-0.54%0.69%-0.53%
Dec 20150.11%0.62%0.55%-0.43%
Jan 2016-0.28%-1.17%-0.54%0.81%
Feb 2016-0.02%-1.32%0.28%0.06%
Mar 2016-0.43%-0.34%-0.19%0.68%
Apr 2016-0.06%0.96%-0.64%1.11%
May 2016-0.03%0.01%-0.34%-0.96%
Jun 2016-1.37%-1.43%1.96%1.26%
Jul 2016-0.84%-0.26%-0.32%0.14%
Aug 20160.07%0.12%-1.47%-0.80%
Sep 2016-0.20%0.34%0.13%0.58%
Oct 2016-0.04%1.37%-1.48%-1.28%
Nov 2016-1.91%-2.10%-0.62%-0.70%
Dec 2016-1.11%-0.96%-0.95%-0.71%
Jan 20171.39%2.39%0.04%1.06%
Feb 2017-0.96%-1.01%0.04%-0.97%
Mar 2017-0.48%0.02%0.55%0.72%
Apr 20170.06%0.26%0.48%-0.03%
May 20170.23%0.90%1.01%0.18%
Jun 2017-0.82%-1.46%-0.70%-0.26%
Jul 20170.88%1.54%0.40%-0.20%
Aug 2017-0.38%-0.35%0.11%-0.91%
Sep 20170.11%-1.63%0.56%0.92%
Oct 20170.87%1.63%-0.69%-0.64%
Nov 2017-0.94%-1.22%-0.21%-0.45%
Dec 2017-0.20%0.22%0.23%0.56%
Jan 20182.23%2.95%-0.21%0.48%
Feb 20181.25%0.24%-0.65%-0.46%
Mar 2018-0.25%-1.07%0.50%-0.85%
Apr 20180.32%0.67%0.61%0.54%
May 2018-0.43%-1.62%0.87%-0.13%
Jun 2018-0.06%0.21%0.34%0.62%
Jul 2018-1.35%-0.94%-0.19%-0.51%
Aug 2018-1.07%-2.16%-0.34%-2.29%
Sep 20181.40%0.58%0.39%1.06%
Oct 2018-1.97%-1.06%-0.35%-1.38%
Nov 20180.76%0.04%1.21%-0.06%
Dec 20180.99%1.26%0.68%0.40%
Jan 2019-0.93%0.40%-1.19%-1.16%
Feb 2019-1.36%-2.34%1.13%-0.60%
Mar 20190.87%0.60%0.22%1.61%
Apr 2019-0.63%0.36%-1.35%-0.89%
May 2019-0.01%-0.32%1.01%-0.88%
Jun 2019-0.13%-0.63%0.08%-0.16%
Jul 2019-0.64%-0.59%-0.91%-0.76%
Aug 20190.31%-0.43%2.03%0.29%
Sep 2019-1.98%-0.85%-2.01%-1.21%
Oct 20190.20%0.61%0.02%-0.16%
Nov 20190.65%0.16%0.39%0.73%
Dec 20190.43%0.19%-0.46%0.79%
Jan 2020-0.19%0.50%-0.21%-1.09%
Feb 20201.36%1.59%-0.47%-0.28%
Mar 20201.16%0.56%1.74%1.19%
Apr 2020-0.01%0.39%0.29%0.28%
May 2020-0.05%-0.31%1.15%0.33%
Jun 2020-0.19%0.24%-1.16%0.14%
Jul 2020-0.45%0.66%-1.90%-1.20%
Aug 2020-2.50%0.92%-1.47%-0.39%
Sep 20200.22%-0.97%1.87%-0.04%
Oct 2020-1.11%-1.06%-1.65%-1.04%
Nov 2020-3.08%-0.65%0.48%0.29%
Dec 2020-0.71%0.12%0.51%-0.17%
Jan 2021-1.25%-1.50%-0.37%-0.32%
Feb 2021-0.04%-0.69%-0.30%0.21%
Mar 2021-0.85%-0.72%0.01%0.66%
Apr 20210.70%1.11%-0.91%-0.61%
May 2021-0.09%-0.23%0.26%0.21%
Jun 2021-0.27%-0.80%-0.25%-0.31%
Jul 20211.00%0.29%-0.19%0.04%
Aug 20210.50%0.65%-0.55%0.20%
Sep 20210.52%0.96%-1.31%-0.38%
Oct 20211.61%2.50%0.49%-0.10%
Nov 2021-1.57%-1.29%-0.61%-0.90%
Dec 20210.31%-1.52%2.58%1.67%
Jan 2022-4.06%-1.25%-3.26%-1.37%
Feb 2022-1.10%-1.77%0.17%-0.73%
Mar 2022-1.73%-0.08%0.87%0.06%
Apr 2022-2.05%-2.14%0.27%-1.18%
May 2022-0.89%-0.59%-0.46%0.62%
Jun 2022-0.66%-2.77%1.97%-0.73%
Jul 2022-0.10%-0.31%-1.96%-1.59%
Aug 2022-1.21%-0.45%0.28%0.37%
Sep 20220.07%0.15%0.05%-0.90%
Oct 2022-2.45%-2.50%-0.04%-0.04%
Nov 20221.30%0.60%0.77%1.71%
Dec 20220.89%-0.62%1.13%1.66%
Jan 20230.67%1.60%-1.61%0.28%
Feb 2023-0.52%-0.37%-1.09%-0.29%
Mar 20231.09%0.51%0.56%0.77%
Apr 20230.38%0.31%0.35%0.91%

American Funds AMCAP A

American Funds Growth Fund of Amer A

American Funds Washington Mutual A