+306.4%
CSCO vs AXP
+449.9%
-143.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.5% |
| 7D | -10.2% | +0.6% | -10.8% | -10.4% |
| 30D | -20.1% | +5.8% | -25.9% | -21.9% |
| 3M | -22.1% | -6.0% | -16.0% | -20.3% |
| 6M | +3.2% | +0.3% | +2.9% | +2.5% |
| YTD | +24.1% | -12.3% | +36.3% | +29.1% |
| 1Y | +34.6% | -11.2% | +45.8% | +39.1% |
| 3Y | +90.0% | +117.0% | -27.0% | +34.6% |
| 5Y | +88.6% | +93.2% | -4.6% | +36.1% |
| All | +306.4% | +449.9% | -143.5% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling