+5,424.9%
AXP vs COF
+5,862.7%
-437.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | +1.8% | -3.9% | -3.0% |
| 30D | -6.5% | -0.6% | -6.0% | -6.3% |
| 3M | +4.6% | +20.3% | -15.6% | -5.1% |
| 6M | +5.4% | +13.0% | -7.6% | -1.4% |
| YTD | -11.1% | -8.3% | -2.8% | -7.6% |
| 1Y | -0.3% | -1.5% | +1.2% | -0.2% |
| 3Y | +111.6% | +122.3% | -10.7% | +37.0% |
| 5Y | +117.6% | +52.5% | +65.1% | +68.0% |
| 10Y | +474.1% | +264.9% | +209.2% | +180.0% |
| All | +5,424.9% | +5,862.7% | -437.8% | +753.2% |
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