+6,524.1%
AXP vs VMC
+3,502.6%
+3,021.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +5.8% | +15.8% | -10.0% | -1.4% |
| 3M | -6.0% | +0.6% | -6.6% | -6.5% |
| 6M | +0.3% | -4.0% | +4.3% | +1.4% |
| YTD | -12.3% | -0.3% | -12.0% | -13.8% |
| 1Y | -11.2% | -0.5% | -10.7% | -12.7% |
| 3Y | +117.0% | +39.6% | +77.5% | +79.6% |
| 5Y | +93.2% | +50.1% | +43.1% | +52.8% |
| 10Y | +461.2% | +163.9% | +297.2% | +221.2% |
| All | +6,524.1% | +3,502.6% | +3,021.5% | +1,085.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 all: compounded portfolio wealth divided by compounded VMC 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…
all analysis · Full analysis span regression · 6 months rolling