+26.4%
V vs AXP
-11.3%
+37.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +13.6% | +5.8% | +7.8% | +11.1% |
| 3M | +14.3% | -6.0% | +20.3% | +16.9% |
| 6M | +33.1% | +0.3% | +32.8% | +32.5% |
| YTD | +21.2% | -12.3% | +33.5% | +27.1% |
| 1Y | +26.4% | -11.2% | +37.7% | +32.2% |
| All | +26.4% | -11.3% | +37.8% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling