-11.1%
AXP vs VALE
-2.8%
-8.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.1% | -3.2% | +3.1% | +0.3% |
| 30D | +4.4% | -15.1% | +19.5% | +6.9% |
| 3M | -6.4% | -18.7% | +12.3% | -3.7% |
| 6M | +4.2% | -31.5% | +35.6% | +10.5% |
| YTD | -12.4% | -11.4% | -0.9% | -16.3% |
| 1Y | -11.1% | -1.9% | -9.3% | -19.5% |
| All | -11.1% | -2.8% | -8.3% | -19.5% |
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