+691.7%
AVGO vs AXP
+118.2%
+573.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.0% |
| 6M | +13.1% | +5.4% | +7.7% | +8.7% |
| YTD | +3.8% | -11.1% | +14.9% | +8.9% |
| 1Y | +17.8% | -0.3% | +18.1% | +14.6% |
| 3Y | +325.3% | +111.6% | +213.7% | +173.9% |
| All | +691.7% | +118.2% | +573.5% | +393.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling