+193,139.0%
CSCO vs AXP
+8,034.9%
+185,104.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.6% |
| 7D | -11.9% | +0.4% | -12.2% | -12.0% |
| 30D | -18.8% | +7.0% | -25.9% | -21.4% |
| 3M | -21.2% | -6.6% | -14.6% | -19.0% |
| 6M | +1.9% | +3.5% | -1.6% | -0.4% |
| YTD | +26.1% | -11.2% | +37.2% | +31.0% |
| 1Y | +34.7% | -10.2% | +44.9% | +39.0% |
| 3Y | +94.0% | +120.0% | -26.0% | +31.3% |
| 5Y | +91.6% | +95.6% | -4.0% | +32.2% |
| 10Y | +323.2% | +468.1% | -145.0% | +66.1% |
| All | +193,139.0% | +8,034.9% | +185,104.1% | +16,205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling