-16.8%
AVGO vs AXP
-11.3%
-5.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.0% |
| 7D | -9.9% | +0.6% | -10.5% | -9.9% |
| 30D | -22.0% | +5.8% | -27.8% | -22.7% |
| 3M | -30.0% | -6.0% | -24.0% | -29.2% |
| 6M | -30.7% | +0.3% | -31.0% | -30.7% |
| YTD | -14.7% | -12.3% | -2.4% | -13.3% |
| 1Y | -16.8% | -11.2% | -5.5% | -15.5% |
| All | -16.8% | -11.3% | -5.5% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling