+0.2%
AXP vs VRSK
-33.5%
+33.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -2.8% | -7.7% | +5.0% | -2.8% |
| 30D | -5.9% | -2.8% | -3.1% | -5.9% |
| 3M | +2.6% | -3.7% | +6.3% | +2.4% |
| 6M | +6.4% | -12.8% | +19.2% | +5.8% |
| YTD | -12.6% | -21.0% | +8.4% | -11.5% |
| 1Y | +0.2% | -32.5% | +32.7% | +1.6% |
| All | +0.2% | -33.5% | +33.7% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling