+661.2%
AXP vs CAPR
-99.1%
+760.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -2.1% | -2.0% | -0.1% | -2.1% |
| 30D | -6.5% | +139.2% | -145.7% | -8.1% |
| 3M | +4.6% | -66.4% | +71.0% | +5.3% |
| 6M | +5.4% | -63.1% | +68.6% | +5.8% |
| YTD | -11.1% | -67.4% | +56.3% | -10.7% |
| 1Y | -0.3% | +58.2% | -58.6% | -6.1% |
| 3Y | +111.6% | +42.2% | +69.4% | +95.1% |
| 5Y | +117.6% | +87.3% | +30.3% | +97.8% |
| 10Y | +474.1% | -75.3% | +549.4% | +396.8% |
| All | +661.2% | -99.1% | +760.3% | +543.7% |
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