+117.0%
AXP vs VIVK
-100.0%
+217.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.3% | +11.2% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -6.5% | -43.6% | +37.1% | -6.5% |
| 3M | +4.6% | -95.1% | +99.8% | +5.2% |
| 6M | +5.4% | -98.2% | +103.6% | +6.2% |
| YTD | -11.1% | -97.9% | +86.8% | -10.8% |
| 1Y | -0.3% | -100.0% | +99.7% | +1.6% |
| 3Y | +111.6% | -100.0% | +211.6% | +113.7% |
| All | +117.0% | -100.0% | +217.0% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling