+114.9%
AXP vs VIVK
-100.0%
+214.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +0.8% |
| 7D | -0.1% | -57.7% | +57.6% | -0.2% |
| 30D | +4.4% | -87.3% | +91.7% | +4.4% |
| 3M | -6.4% | -98.9% | +92.5% | -6.7% |
| 6M | +4.2% | -100.0% | +104.1% | +4.3% |
| YTD | -12.4% | -100.0% | +87.6% | -12.5% |
| 1Y | -11.1% | -100.0% | +88.9% | -10.9% |
| 3Y | +114.9% | -100.0% | +214.9% | +113.3% |
| All | +114.9% | -100.0% | +214.9% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling