+458.4%
AXP vs VRSK
+125.6%
+332.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -2.8% | -7.7% | +5.0% | +0.8% |
| 30D | -5.9% | -2.8% | -3.1% | -5.0% |
| 3M | +2.6% | -3.7% | +6.3% | +3.0% |
| 6M | +6.4% | -12.8% | +19.2% | +11.1% |
| YTD | -12.6% | -21.0% | +8.4% | -4.8% |
| 1Y | +0.2% | -32.5% | +32.7% | +18.3% |
| 3Y | +110.9% | -26.5% | +137.5% | +129.6% |
| 5Y | +114.7% | -11.5% | +126.2% | +101.7% |
| All | +458.4% | +125.6% | +332.8% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VRSK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling