+2,926.4%
V vs AXP
+881.1%
+2,045.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | +17.4% | +4.6% | +12.7% | +14.6% |
| 6M | +17.5% | +5.4% | +12.1% | +14.0% |
| YTD | +7.6% | -11.1% | +18.7% | +12.7% |
| 1Y | +7.7% | -0.3% | +8.0% | +6.5% |
| 3Y | +54.7% | +111.6% | -56.9% | +4.1% |
| 5Y | +73.0% | +117.6% | -44.5% | +12.6% |
| 10Y | +390.9% | +474.1% | -83.3% | +93.3% |
| All | +2,926.4% | +881.1% | +2,045.4% | +723.9% |
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 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