+119.7%
AXP vs ROIV
+290.8%
-171.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.5% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | +7.0% | +3.1% | +4.0% | +6.3% |
| 3M | -6.6% | +5.8% | -12.4% | -8.3% |
| 6M | +3.5% | +29.3% | -25.9% | -3.6% |
| YTD | -11.2% | +68.8% | -79.9% | -23.1% |
| 1Y | -10.2% | +81.0% | -91.2% | -24.0% |
| All | +119.7% | +290.8% | -171.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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