+1.3%
AXP vs VIVK
-100.0%
+101.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | +0.6% | +13.1% | -12.5% | +0.7% |
| 30D | -4.3% | -29.7% | +25.3% | -4.6% |
| 3M | +4.7% | -93.0% | +97.7% | +3.7% |
| 6M | +9.0% | -98.0% | +106.9% | +8.0% |
| YTD | -11.1% | -97.8% | +86.6% | -11.9% |
| 1Y | +1.3% | -100.0% | +101.3% | -5.0% |
| All | +1.3% | -100.0% | +101.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling