+117.0%
AXP vs VIVK
-100.0%
+217.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +34.1% | -35.3% | -1.2% |
| 7D | +0.6% | -42.9% | +43.5% | +0.6% |
| 30D | +5.8% | -88.6% | +94.4% | +5.8% |
| 3M | -6.0% | -97.7% | +91.7% | -6.2% |
| 6M | +0.3% | -99.9% | +100.2% | +0.7% |
| YTD | -12.3% | -99.9% | +87.7% | -12.3% |
| 1Y | -11.2% | -100.0% | +88.7% | -10.8% |
| 3Y | +117.0% | -100.0% | +217.0% | +114.6% |
| All | +117.0% | -100.0% | +217.0% | +114.6% |
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