+460.3%
AXP vs VRSK
+128.4%
+332.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -2.0% |
| 7D | -2.5% | -5.4% | +2.9% | -0.1% |
| 30D | -5.0% | -1.8% | -3.3% | -4.6% |
| 3M | +1.4% | -2.2% | +3.6% | +1.0% |
| 6M | +6.0% | -14.9% | +20.9% | +12.1% |
| YTD | -12.3% | -20.0% | +7.7% | -5.0% |
| 1Y | +0.3% | -33.1% | +33.4% | +19.2% |
| 3Y | +111.7% | -25.6% | +137.3% | +129.1% |
| 5Y | +114.5% | -10.1% | +124.7% | +99.9% |
| All | +460.3% | +128.4% | +332.0% | +210.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling