-11.1%
AXP vs CAPR
+47.8%
-58.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.7% | -0.2% |
| 7D | -0.6% | +7.6% | -8.3% | -0.7% |
| 30D | +5.0% | +13.3% | -8.3% | +4.9% |
| 3M | -4.2% | +130.4% | -134.6% | -4.7% |
| 6M | +2.9% | -70.8% | +73.8% | +3.2% |
| YTD | -11.6% | -69.3% | +57.7% | -11.4% |
| 1Y | -11.1% | +59.5% | -70.6% | -12.8% |
| All | -11.1% | +47.8% | -58.9% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling