+25,618.8%
AVGO vs AXP
+1,214.1%
+24,404.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.3% | -8.1% | -9.2% |
| 7D | -15.5% | +0.4% | -15.9% | -15.6% |
| 30D | -22.4% | +7.0% | -29.5% | -25.2% |
| 3M | -30.2% | -6.6% | -23.6% | -27.9% |
| 6M | -31.6% | +3.5% | -35.0% | -33.5% |
| YTD | -15.3% | -11.2% | -4.1% | -11.5% |
| 1Y | -18.2% | -10.2% | -8.0% | -15.2% |
| 3Y | +241.2% | +120.0% | +121.1% | +118.9% |
| 5Y | +469.8% | +95.6% | +374.2% | +279.2% |
| 10Y | +2,106.2% | +468.1% | +1,638.1% | +659.0% |
| All | +25,618.8% | +1,214.1% | +24,404.7% | +5,496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling