-12.3%
AXP vs COO
-12.9%
+0.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.9% | -2.3% | -0.5% | -2.3% |
| 30D | +3.7% | +13.3% | -9.6% | +0.6% |
| 3M | -4.9% | -18.1% | +13.2% | +1.7% |
| 6M | +4.1% | +6.7% | -2.6% | +0.2% |
| YTD | -11.7% | -23.2% | +11.5% | -1.2% |
| All | -12.3% | -12.9% | +0.6% | -7.3% |
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