+324.2%
CSCO vs AXP
+435.0%
-110.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.7% | -0.6% | -4.1% | -4.4% |
| 30D | -17.1% | +5.0% | -22.1% | -18.7% |
| 3M | -19.6% | -4.2% | -15.4% | -18.4% |
| 6M | +2.4% | +2.9% | -0.5% | +0.7% |
| YTD | +29.8% | -11.6% | +41.4% | +34.7% |
| 1Y | +38.7% | -11.1% | +49.8% | +43.3% |
| 3Y | +101.3% | +116.7% | -15.4% | +42.7% |
| 5Y | +94.8% | +89.6% | +5.2% | +41.7% |
| 10Y | +324.2% | +428.4% | -104.2% | +94.6% |
| All | +324.2% | +435.0% | -110.8% | +94.6% |
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