+56.4%
V vs AXP
+110.9%
-54.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -1.7% | -2.1% | +0.4% | -0.9% |
| 30D | +2.0% | -6.5% | +8.5% | +4.5% |
| 3M | +17.4% | +4.6% | +12.7% | +15.2% |
| 6M | +17.5% | +5.4% | +12.1% | +14.8% |
| YTD | +7.6% | -11.1% | +18.7% | +11.7% |
| 1Y | +7.7% | -0.3% | +8.0% | +7.0% |
| All | +56.4% | +110.9% | -54.5% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling