+262.1%
AVGO vs AXP
+118.3%
+143.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.7% | +8.2% |
| 7D | -0.9% | -1.1% | +0.3% | -0.2% |
| 30D | -11.6% | +5.2% | -16.9% | -14.0% |
| 3M | -25.2% | -4.6% | -20.6% | -23.4% |
| 6M | -25.4% | +3.2% | -28.7% | -27.7% |
| YTD | -7.2% | -11.3% | +4.2% | -2.1% |
| 1Y | -7.9% | -11.0% | +3.1% | -3.2% |
| 3Y | +262.1% | +120.2% | +141.9% | +124.3% |
| All | +262.1% | +118.3% | +143.8% | +124.3% |
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 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