+45.9%
CSCO vs AXP
-6.4%
+52.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -6.1% | +4.6% | -10.7% | -6.7% |
| 30D | -8.2% | +9.7% | -17.9% | -9.7% |
| 3M | -14.6% | -3.8% | -10.8% | -14.0% |
| 6M | +12.7% | +4.8% | +7.9% | +11.0% |
| YTD | +37.0% | -9.1% | +46.1% | +38.1% |
| 1Y | +45.9% | -6.7% | +52.6% | +47.4% |
| All | +45.9% | -6.4% | +52.3% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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