+183.0%
AXP vs ROIV
+248.8%
-65.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | +7.0% | +3.1% | +4.0% | +6.7% |
| 3M | -6.6% | +5.8% | -12.4% | -7.4% |
| 6M | +3.5% | +29.3% | -25.9% | +0.3% |
| YTD | -11.2% | +68.8% | -79.9% | -16.3% |
| 1Y | -10.2% | +81.0% | -91.2% | -16.0% |
| 3Y | +120.0% | +294.6% | -174.6% | +90.5% |
| 5Y | +95.6% | +373.1% | -277.6% | +53.6% |
| All | +183.0% | +248.8% | -65.8% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling