-6.7%
AXP vs COO
-7.7%
+1.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +0.7% |
| 7D | +4.6% | +8.4% | -3.8% | +2.5% |
| 30D | +9.7% | +13.5% | -3.7% | +6.3% |
| 3M | -3.8% | -13.8% | +10.0% | +1.2% |
| 6M | +4.8% | +4.7% | +0.1% | +2.3% |
| YTD | -9.1% | -21.4% | +12.3% | +1.1% |
| 1Y | -6.7% | -6.7% | 0.0% | -4.3% |
| All | -6.7% | -7.7% | +1.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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