+89.6%
AXP vs VRSK
-2.3%
+92.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -0.6% | +3.6% | -4.2% | -1.6% |
| 30D | +5.0% | +14.9% | -9.9% | +1.2% |
| 3M | -4.2% | +12.9% | -17.2% | -7.6% |
| 6M | +2.9% | +19.3% | -16.4% | -2.9% |
| YTD | -11.6% | -8.1% | -3.5% | -9.9% |
| 1Y | -11.1% | -3.2% | -7.9% | -11.2% |
| 3Y | +116.7% | -12.3% | +129.1% | +118.6% |
| 5Y | +89.6% | -1.2% | +90.8% | +65.7% |
| All | +89.6% | -2.3% | +92.0% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling