+990.1%
VZ vs AXP
+6,658.5%
-5,668.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.6% |
| 30D | +7.9% | -6.5% | +14.4% | +9.5% |
| 3M | +13.6% | +4.6% | +9.0% | +12.2% |
| 6M | +1.1% | +5.4% | -4.3% | -0.6% |
| YTD | +29.3% | -11.1% | +40.4% | +31.6% |
| 1Y | +21.2% | -0.3% | +21.5% | +19.9% |
| 3Y | +75.9% | +111.6% | -35.7% | +42.5% |
| 5Y | +24.1% | +117.6% | -93.5% | -2.5% |
| 10Y | +62.4% | +474.1% | -411.7% | -5.6% |
| All | +990.1% | +6,658.5% | -5,668.4% | +246.6% |
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