+440.3%
AXP vs CAPR
-64.9%
+505.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +0.8% |
| 7D | -1.1% | +36.0% | -37.2% | -1.8% |
| 30D | +5.2% | +25.8% | -20.6% | +4.6% |
| 3M | -4.6% | +140.8% | -145.4% | -7.1% |
| 6M | +3.2% | -67.6% | +70.8% | +4.0% |
| YTD | -11.3% | -65.9% | +54.5% | -11.0% |
| 1Y | -11.0% | +66.1% | -77.1% | -18.9% |
| 3Y | +120.2% | +256.9% | -136.7% | +86.3% |
| 5Y | +91.7% | +172.1% | -80.4% | +60.4% |
| 10Y | +440.3% | -64.7% | +505.0% | +309.2% |
| All | +440.3% | -64.9% | +505.3% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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