+403.0%
AXP vs CG
+274.5%
+128.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | +0.6% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | +2.7% | +5.7% | -3.0% | -0.6% |
| 3M | -7.3% | -17.9% | +10.6% | +1.5% |
| 6M | +1.8% | -20.2% | +22.0% | +12.4% |
| YTD | -13.1% | -32.0% | +18.9% | +3.2% |
| 1Y | -13.7% | -27.0% | +13.3% | -1.3% |
| 3Y | +113.1% | +42.8% | +70.3% | +64.4% |
| 5Y | +85.9% | -23.4% | +109.4% | +89.9% |
| All | +403.0% | +274.5% | +128.4% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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