+8,777.4%
AXP vs VICR
+12,032.4%
-3,255.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -2.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -6.5% | -13.9% | +7.4% | -4.5% |
| 3M | +4.6% | -38.4% | +43.1% | +11.3% |
| 6M | +5.4% | -7.2% | +12.6% | +0.7% |
| YTD | -11.1% | +72.0% | -83.2% | -25.1% |
| 1Y | -0.3% | +263.3% | -263.6% | -28.4% |
| 3Y | +111.6% | +173.3% | -61.7% | +49.7% |
| 5Y | +117.6% | +47.3% | +70.3% | +57.8% |
| 10Y | +474.1% | +1,495.2% | -1,021.1% | +139.4% |
| All | +8,777.4% | +12,032.4% | -3,255.1% | +1,581.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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