-11.2%
AXP vs CBOE
+42.3%
-53.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.6% | +5.3% | -4.7% | +1.0% |
| 30D | +5.8% | +25.5% | -19.6% | +7.9% |
| 3M | -6.0% | +22.5% | -28.5% | -4.3% |
| 6M | +0.3% | +2.6% | -2.3% | +1.3% |
| YTD | -12.3% | +41.8% | -54.0% | -11.4% |
| 1Y | -11.2% | +40.9% | -52.1% | -10.5% |
| All | -11.2% | +42.3% | -53.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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