-10.9%
AXP vs CARR
-6.1%
-4.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | -1.1% | -3.3% | +2.2% | -0.4% |
| 30D | +5.2% | -3.6% | +8.8% | +6.0% |
| 3M | -4.6% | -16.3% | +11.8% | -1.1% |
| 6M | +3.2% | -19.6% | +22.8% | +7.4% |
| YTD | -11.3% | +2.5% | -13.9% | -17.1% |
| All | -10.9% | -6.1% | -4.7% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling