+89.6%
AXP vs ROIV
+378.2%
-288.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.9% |
| 7D | +0.6% | +5.3% | -4.7% | 0.0% |
| 30D | +5.8% | +11.9% | -6.1% | +4.5% |
| 3M | -6.0% | +10.7% | -16.7% | -7.3% |
| 6M | +0.3% | +34.9% | -34.6% | -3.4% |
| YTD | -12.3% | +79.2% | -91.4% | -18.3% |
| 1Y | -11.2% | +89.0% | -100.3% | -17.8% |
| 3Y | +117.0% | +337.3% | -220.3% | +84.1% |
| All | +89.6% | +378.2% | -288.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling