+1,178.3%
AXP vs VALE
+2,275.1%
-1,096.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.6% |
| 30D | -6.5% | +5.1% | -11.7% | -8.2% |
| 3M | +4.6% | -0.4% | +5.1% | +4.4% |
| 6M | +5.4% | -2.2% | +7.6% | +5.4% |
| YTD | -11.1% | +20.5% | -31.7% | -17.5% |
| 1Y | -0.3% | +61.2% | -61.5% | -16.0% |
| 3Y | +111.6% | +43.1% | +68.4% | +81.7% |
| 5Y | +117.6% | +34.0% | +83.6% | +81.2% |
| 10Y | +474.1% | +469.7% | +4.4% | +167.2% |
| All | +1,178.3% | +2,275.1% | -1,096.7% | +247.1% |
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