+2,062.4%
AVGO vs AXP
+449.9%
+1,612.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.4% |
| 7D | -9.9% | +0.6% | -10.5% | -10.2% |
| 30D | -22.0% | +5.8% | -27.8% | -24.3% |
| 3M | -30.0% | -6.0% | -24.0% | -28.0% |
| 6M | -30.7% | +0.3% | -31.0% | -31.6% |
| YTD | -14.7% | -12.3% | -2.4% | -10.4% |
| 1Y | -16.8% | -11.2% | -5.5% | -13.3% |
| 3Y | +244.4% | +117.0% | +127.4% | +126.4% |
| 5Y | +474.0% | +93.2% | +380.9% | +290.7% |
| All | +2,062.4% | +449.9% | +1,612.5% | +937.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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