+86.1%
AXP vs VIVK
-100.0%
+186.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +0.8% |
| 7D | -0.1% | -57.7% | +57.6% | 0.0% |
| 30D | +4.4% | -87.3% | +91.7% | +4.9% |
| 3M | -6.4% | -98.9% | +92.5% | -5.6% |
| 6M | +4.2% | -100.0% | +104.1% | +6.2% |
| YTD | -12.4% | -100.0% | +87.6% | -11.2% |
| 1Y | -11.1% | -100.0% | +88.9% | -8.8% |
| 3Y | +114.9% | -100.0% | +214.9% | +119.9% |
| All | +86.1% | -100.0% | +186.1% | +86.3% |
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 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