+1,177.6%
AXP vs VALE
+1,680.9%
-503.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +0.4% | +2.4% | -2.0% | -0.4% |
| 30D | +7.0% | -18.7% | +25.7% | +14.1% |
| 3M | -6.6% | -21.2% | +14.6% | +0.3% |
| 6M | +3.5% | -26.1% | +29.5% | +13.0% |
| YTD | -11.2% | -9.6% | -1.6% | -10.0% |
| 1Y | -10.2% | +0.7% | -10.9% | -12.2% |
| 3Y | +120.0% | +3.3% | +116.7% | +109.4% |
| 5Y | +95.6% | +49.4% | +46.2% | +56.3% |
| 10Y | +468.1% | +258.6% | +209.5% | +207.5% |
| All | +1,177.6% | +1,680.9% | -503.3% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling