+448.7%
AXP vs COO
+41.2%
+407.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | +0.6% | +4.7% | -4.1% | -1.5% |
| 30D | +5.8% | +13.9% | -8.1% | -0.4% |
| 3M | -6.0% | -14.9% | +8.9% | +0.2% |
| 6M | +0.3% | +2.0% | -1.7% | -2.6% |
| YTD | -12.3% | -23.9% | +11.7% | -2.0% |
| 1Y | -11.2% | -9.6% | -1.6% | -9.0% |
| 3Y | +117.0% | -25.4% | +142.5% | +132.1% |
| 5Y | +93.2% | -41.2% | +134.3% | +130.3% |
| All | +448.7% | +41.2% | +407.5% | +408.7% |
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