+117.0%
AXP vs CARR
+8.2%
+108.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.7% |
| 7D | +0.6% | -2.3% | +2.9% | +1.4% |
| 30D | +5.8% | -4.4% | +10.2% | +7.4% |
| 3M | -6.0% | -17.8% | +11.7% | +0.3% |
| 6M | +0.3% | -22.2% | +22.5% | +8.4% |
| YTD | -12.3% | +0.7% | -13.0% | -15.6% |
| 1Y | -11.2% | -5.9% | -5.3% | -12.2% |
| 3Y | +117.0% | +8.6% | +108.5% | +107.6% |
| All | +117.0% | +8.2% | +108.8% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling