+448.7%
AXP vs CAPR
-68.5%
+517.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.3% |
| 7D | +0.6% | +41.1% | -40.5% | -0.2% |
| 30D | +5.8% | +11.1% | -5.3% | +5.5% |
| 3M | -6.0% | +115.3% | -121.3% | -8.2% |
| 6M | +0.3% | -73.8% | +74.1% | +1.6% |
| YTD | -12.3% | -68.8% | +56.6% | -11.7% |
| 1Y | -11.2% | +43.3% | -54.6% | -18.8% |
| 3Y | +117.0% | +214.7% | -97.7% | +84.3% |
| 5Y | +93.2% | +141.3% | -48.1% | +62.2% |
| All | +448.7% | -68.5% | +517.2% | +315.1% |
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