+4,709.3%
AXP vs COR
+18,010.7%
-13,301.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.8% | -1.2% |
| 7D | +0.4% | +2.8% | -2.4% | -0.3% |
| 30D | +7.0% | +7.4% | -0.3% | +5.0% |
| 3M | -6.6% | +7.3% | -13.9% | -8.5% |
| 6M | +3.5% | +11.5% | -8.1% | -0.6% |
| YTD | -11.2% | +1.2% | -12.3% | -12.9% |
| 1Y | -10.2% | -3.3% | -6.8% | -10.8% |
| 3Y | +120.0% | +78.5% | +41.6% | +81.5% |
| 5Y | +95.6% | +183.0% | -87.4% | +41.3% |
| 10Y | +468.1% | +545.4% | -77.2% | +225.2% |
| All | +4,709.3% | +18,010.7% | -13,301.4% | +1,368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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