+6,610.0%
AXP vs VMC
+3,246.6%
+3,363.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -2.1% | -4.3% | +2.2% | -0.1% |
| 30D | -6.5% | -8.2% | +1.7% | -2.7% |
| 3M | +4.6% | -7.0% | +11.7% | +7.8% |
| 6M | +5.4% | -10.8% | +16.2% | +10.3% |
| YTD | -11.1% | -7.4% | -3.7% | -9.3% |
| 1Y | -0.3% | -9.5% | +9.2% | +2.6% |
| 3Y | +111.6% | +20.5% | +91.1% | +87.7% |
| 5Y | +117.6% | +51.6% | +66.0% | +71.3% |
| 10Y | +474.1% | +150.0% | +324.1% | +236.7% |
| All | +6,610.0% | +3,246.6% | +3,363.4% | +1,146.3% |
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