+464.9%
AXP vs VALE
+473.3%
-8.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | +0.6% | +2.9% | -2.3% | -0.3% |
| 30D | -4.3% | +8.8% | -13.1% | -7.0% |
| 3M | +4.7% | +6.8% | -2.1% | +2.2% |
| 6M | +9.0% | +6.9% | +2.1% | +5.9% |
| YTD | -11.1% | +22.8% | -34.0% | -18.0% |
| 1Y | +1.3% | +61.3% | -60.0% | -14.6% |
| 3Y | +114.5% | +53.3% | +61.2% | +80.2% |
| 5Y | +118.0% | +44.9% | +73.2% | +76.3% |
| 10Y | +464.9% | +486.8% | -21.9% | +181.0% |
| All | +464.9% | +473.3% | -8.4% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 10y: compounded portfolio wealth divided by compounded VALE 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…
10y analysis · Full analysis span regression · 6 months rolling