+6,606.2%
AXP vs COO
+5,456.7%
+1,149.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | +0.4% | +5.3% | -4.9% | -0.2% |
| 30D | +7.0% | +12.5% | -5.5% | +5.6% |
| 3M | -6.6% | -15.1% | +8.5% | -5.1% |
| 6M | +3.5% | +3.7% | -0.2% | +2.7% |
| YTD | -11.2% | -22.5% | +11.3% | -8.9% |
| 1Y | -10.2% | -7.8% | -2.4% | -9.7% |
| 3Y | +120.0% | -24.1% | +144.1% | +124.8% |
| 5Y | +95.6% | -40.1% | +135.7% | +104.5% |
| 10Y | +468.1% | +44.7% | +423.4% | +448.9% |
| All | +6,606.2% | +5,456.7% | +1,149.5% | +5,315.7% |
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 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