+86.1%
AXP vs VALE
+35.2%
+50.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.1% | -3.2% | +3.1% | +0.6% |
| 30D | +4.4% | -15.1% | +19.5% | +8.1% |
| 3M | -6.4% | -18.7% | +12.3% | -2.4% |
| 6M | +4.2% | -31.5% | +35.6% | +12.7% |
| YTD | -12.4% | -11.4% | -0.9% | -11.3% |
| 1Y | -11.1% | -1.9% | -9.3% | -12.3% |
| 3Y | +114.9% | +1.7% | +113.2% | +106.2% |
| All | +86.1% | +35.2% | +50.9% | +50.2% |
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