+88.1%
CSCO vs AXP
+91.7%
-3.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.7% |
| 3M | -22.4% | -6.0% | -16.3% | -20.8% |
| 6M | +2.8% | +0.3% | +2.5% | +2.1% |
| YTD | +23.6% | -12.3% | +35.9% | +28.2% |
| 1Y | +34.0% | -11.2% | +45.3% | +38.2% |
| 3Y | +89.3% | +117.0% | -27.8% | +39.3% |
| All | +88.1% | +91.7% | -3.6% | +43.9% |
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