+434.8%
AXP vs VIAV
+285.8%
+149.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.3% | -9.5% | -3.3% |
| 7D | +0.6% | -4.8% | +5.4% | +1.3% |
| 30D | +5.8% | -38.5% | +44.3% | +18.0% |
| 3M | -6.0% | -29.9% | +23.8% | -0.5% |
| 6M | +0.3% | -46.3% | +46.6% | +11.4% |
| YTD | -12.3% | +59.8% | -72.0% | -36.3% |
| 1Y | -11.2% | +62.3% | -73.6% | -36.3% |
| 3Y | +117.0% | +243.0% | -126.0% | +7.9% |
| 5Y | +93.2% | +80.3% | +12.9% | +24.7% |
| All | +434.8% | +285.8% | +149.0% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling