-11.2%
AXP vs VALE
+1.6%
-12.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | +5.8% | -14.8% | +20.7% | +8.4% |
| 3M | -6.0% | -19.0% | +13.0% | -3.0% |
| 6M | +0.3% | -27.7% | +28.0% | +5.5% |
| YTD | -12.3% | -8.5% | -3.7% | -16.6% |
| 1Y | -11.2% | +2.6% | -13.9% | -20.0% |
| All | -11.2% | +1.6% | -12.9% | -20.0% |
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 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