+660.8%
AXP vs CAPR
-99.1%
+759.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.2% |
| 7D | +0.4% | +29.7% | -29.3% | 0.0% |
| 30D | +7.0% | +11.0% | -3.9% | +6.8% |
| 3M | -6.6% | +118.8% | -125.4% | -8.1% |
| 6M | +3.5% | -73.9% | +77.4% | +4.3% |
| YTD | -11.2% | -70.2% | +59.0% | -10.7% |
| 1Y | -10.2% | +38.3% | -48.4% | -15.2% |
| 3Y | +120.0% | +199.7% | -79.6% | +100.2% |
| 5Y | +95.6% | +130.6% | -35.0% | +77.0% |
| 10Y | +468.1% | -68.5% | +536.6% | +391.0% |
| All | +660.8% | -99.1% | +759.9% | +543.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling