+106.4%
CSCO vs AXP
+110.9%
-4.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -0.7% | -2.1% | +1.4% | 0.0% |
| 30D | -10.1% | -6.5% | -3.6% | -8.2% |
| 3M | -15.7% | +4.6% | -20.3% | -17.3% |
| 6M | +36.3% | +5.4% | +30.8% | +33.0% |
| YTD | +43.8% | -11.1% | +54.9% | +48.6% |
| 1Y | +63.9% | -0.3% | +64.2% | +61.5% |
| All | +106.4% | +110.9% | -4.5% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling