+387.7%
V vs AXP
+474.4%
-86.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -1.7% | -2.1% | +0.4% | -0.7% |
| 30D | +2.0% | -6.5% | +8.5% | +5.4% |
| 3M | +17.4% | +4.6% | +12.7% | +14.4% |
| 6M | +17.5% | +5.4% | +12.1% | +13.8% |
| YTD | +7.6% | -11.1% | +18.7% | +13.0% |
| 1Y | +7.7% | -0.3% | +8.0% | +6.4% |
| 3Y | +54.7% | +111.6% | -56.9% | +0.1% |
| 5Y | +73.0% | +117.6% | -44.5% | +7.5% |
| All | +387.7% | +474.4% | -86.7% | +102.4% |
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