+1,115.9%
AXP vs VRSK
+623.8%
+492.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | 0.0% |
| 7D | -2.1% | -3.1% | +1.0% | -0.8% |
| 30D | -6.5% | -1.6% | -5.0% | -6.2% |
| 3M | +4.6% | +3.5% | +1.1% | +1.8% |
| 6M | +5.4% | -13.4% | +18.8% | +10.4% |
| YTD | -11.1% | -16.5% | +5.4% | -6.1% |
| 1Y | -0.3% | -30.6% | +30.3% | +14.7% |
| 3Y | +111.6% | -21.9% | +133.5% | +123.8% |
| 5Y | +117.6% | -6.3% | +123.9% | +104.4% |
| 10Y | +474.1% | +133.1% | +341.0% | +245.8% |
| All | +1,115.9% | +623.8% | +492.2% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling