-10.9%
AXP vs VALE
+5.1%
-16.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | +0.6% |
| 7D | -1.1% | +5.6% | -6.7% | -1.9% |
| 30D | +5.2% | -12.1% | +17.4% | +7.3% |
| 3M | -4.6% | -16.3% | +11.7% | -2.0% |
| 6M | +3.2% | -26.0% | +29.2% | +8.3% |
| YTD | -11.3% | -5.5% | -5.8% | -16.5% |
| All | -10.9% | +5.1% | -16.0% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling