+325.4%
AVGO vs AXP
+110.9%
+214.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -3.0% | -2.1% | -0.8% | -1.9% |
| 30D | -14.4% | -6.5% | -7.9% | -11.4% |
| 3M | -14.4% | +4.6% | -19.1% | -17.2% |
| 6M | +13.1% | +5.4% | +7.7% | +8.4% |
| YTD | +3.8% | -11.1% | +14.9% | +9.4% |
| 1Y | +17.8% | -0.3% | +18.1% | +13.9% |
| All | +325.4% | +110.9% | +214.5% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling