+91.6%
CSCO vs AXP
+96.1%
-4.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.8% |
| 7D | -11.9% | +0.4% | -12.2% | -11.9% |
| 30D | -18.8% | +7.0% | -25.9% | -20.8% |
| 3M | -21.2% | -6.6% | -14.6% | -19.5% |
| 6M | +1.9% | +3.5% | -1.6% | +0.1% |
| YTD | +26.1% | -11.2% | +37.2% | +30.2% |
| 1Y | +34.7% | -10.2% | +44.9% | +38.3% |
| 3Y | +94.0% | +120.0% | -26.0% | +42.2% |
| 5Y | +91.6% | +95.6% | -4.0% | +44.7% |
| All | +91.6% | +96.1% | -4.5% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling