-31.6%
AVGO vs AXP
+2.1%
-33.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.3% | -8.1% | -10.4% |
| 7D | -15.5% | +0.4% | -15.9% | -15.3% |
| 30D | -22.4% | +7.0% | -29.5% | -21.7% |
| 3M | -30.2% | -6.6% | -23.6% | -30.7% |
| 6M | -31.6% | +3.5% | -35.0% | -24.8% |
| All | -31.6% | +2.1% | -33.6% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling