+7,264.2%
AXP vs CB
+7,167.0%
+97.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | +0.4% | +2.6% | -2.2% | -0.9% |
| 30D | +7.0% | +11.2% | -4.2% | +1.4% |
| 3M | -6.6% | +5.7% | -12.3% | -9.3% |
| 6M | +3.5% | +15.9% | -12.5% | -4.8% |
| YTD | -11.2% | +20.2% | -31.3% | -20.1% |
| 1Y | -10.2% | +32.4% | -42.6% | -23.2% |
| 3Y | +120.0% | +75.5% | +44.6% | +60.4% |
| 5Y | +95.6% | +105.5% | -9.9% | +31.0% |
| 10Y | +468.1% | +258.5% | +209.6% | +189.5% |
| All | +7,264.2% | +7,167.0% | +97.2% | +1,384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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