+350.3%
AXP vs CARR
+395.6%
-45.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.1% | +2.2% | -4.3% | -2.9% |
| 30D | +2.7% | -0.8% | +3.4% | +2.8% |
| 3M | -7.3% | -13.4% | +6.2% | -2.7% |
| 6M | +1.8% | -16.4% | +18.2% | +7.4% |
| YTD | -13.1% | +4.5% | -17.6% | -16.4% |
| 1Y | -13.7% | -1.4% | -12.4% | -15.3% |
| 3Y | +113.1% | +10.0% | +103.1% | +97.9% |
| 5Y | +85.9% | +4.2% | +81.7% | +69.5% |
| All | +350.3% | +395.6% | -45.3% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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