+89.5%
AXP vs VALE
+38.6%
+50.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | +3.7% | -14.3% | +18.1% | +7.1% |
| 3M | -4.9% | -16.8% | +11.9% | -1.3% |
| 6M | +4.1% | -30.2% | +34.3% | +12.1% |
| YTD | -11.7% | -8.6% | -3.1% | -11.3% |
| 1Y | -11.7% | +1.6% | -13.4% | -13.5% |
| 3Y | +116.5% | +4.1% | +112.4% | +106.7% |
| 5Y | +89.5% | +38.7% | +50.8% | +54.7% |
| All | +89.5% | +38.6% | +50.9% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling