+440.3%
AXP vs COO
+40.7%
+399.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.1% |
| 7D | -1.1% | +4.3% | -5.4% | -3.1% |
| 30D | +5.2% | +17.6% | -12.3% | -2.4% |
| 3M | -4.6% | -13.9% | +9.3% | +1.2% |
| 6M | +3.2% | +6.6% | -3.3% | -1.8% |
| YTD | -11.3% | -22.0% | +10.6% | -2.1% |
| 1Y | -11.0% | -8.8% | -2.2% | -9.1% |
| 3Y | +120.2% | -21.5% | +141.6% | +129.3% |
| 5Y | +91.7% | -41.0% | +132.7% | +128.9% |
| 10Y | +440.3% | +40.9% | +399.4% | +395.7% |
| All | +440.3% | +40.7% | +399.6% | +395.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling