+5,354.2%
AXP vs COF
+5,381.3%
-27.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.7% |
| 7D | +0.6% | -1.5% | +2.0% | +1.4% |
| 30D | +5.8% | +3.0% | +2.8% | +4.2% |
| 3M | -6.0% | -7.9% | +1.9% | -2.0% |
| 6M | +0.3% | +5.2% | -4.9% | -2.6% |
| YTD | -12.3% | -15.7% | +3.5% | -4.7% |
| 1Y | -11.2% | -5.5% | -5.8% | -9.2% |
| 3Y | +117.0% | +100.5% | +16.5% | +48.8% |
| 5Y | +93.2% | +42.3% | +50.8% | +54.8% |
| 10Y | +461.2% | +228.7% | +232.5% | +188.5% |
| All | +5,354.2% | +5,381.3% | -27.2% | +779.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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