+6,610.0%
AXP vs COO
+5,988.7%
+621.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -6.5% | -7.0% | +0.5% | -5.8% |
| 3M | +4.6% | +12.2% | -7.6% | +3.2% |
| 6M | +5.4% | -15.1% | +20.5% | +7.3% |
| YTD | -11.1% | -15.1% | +4.0% | -9.6% |
| 1Y | -0.3% | +2.3% | -2.6% | -0.7% |
| 3Y | +111.6% | -23.7% | +135.2% | +116.3% |
| 5Y | +117.6% | -38.9% | +156.5% | +127.3% |
| 10Y | +474.1% | +49.9% | +424.2% | +452.8% |
| All | +6,610.0% | +5,988.7% | +621.3% | +5,275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling