+678.6%
AXP vs CAPR
-99.1%
+777.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.1% | +2.0% |
| 7D | +4.6% | +43.2% | -38.6% | +4.0% |
| 30D | +9.7% | +14.7% | -4.9% | +9.4% |
| 3M | -3.8% | +113.9% | -117.7% | -5.3% |
| 6M | +4.8% | -73.4% | +78.2% | +5.7% |
| YTD | -9.1% | -69.1% | +60.0% | -8.7% |
| 1Y | -6.7% | +47.2% | -53.9% | -12.1% |
| 3Y | +125.2% | +210.8% | -85.6% | +104.8% |
| 5Y | +105.0% | +134.1% | -29.1% | +85.5% |
| 10Y | +481.5% | -67.3% | +548.8% | +402.2% |
| All | +678.6% | -99.1% | +777.7% | +558.2% |
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 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