+6,606.2%
AXP vs VMC
+3,538.2%
+3,068.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.3% |
| 7D | +0.4% | +1.9% | -1.5% | -0.5% |
| 30D | +7.0% | +14.7% | -7.7% | +0.1% |
| 3M | -6.6% | -0.3% | -6.3% | -6.8% |
| 6M | +3.5% | -1.7% | +5.1% | +3.4% |
| YTD | -11.2% | +0.7% | -11.8% | -13.1% |
| 1Y | -10.2% | +0.9% | -11.1% | -12.2% |
| 3Y | +120.0% | +40.5% | +79.5% | +81.5% |
| 5Y | +95.6% | +51.5% | +44.0% | +54.0% |
| 10Y | +468.1% | +166.5% | +301.6% | +223.7% |
| All | +6,606.2% | +3,538.2% | +3,068.0% | +1,094.8% |
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