+320.3%
COP vs AXP
+449.9%
-129.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | -11.5% | +0.6% | -12.1% | -12.0% |
| 30D | +5.0% | +5.8% | -0.9% | +1.2% |
| 3M | +17.5% | -6.0% | +23.5% | +20.9% |
| 6M | +16.2% | +0.3% | +15.9% | +13.8% |
| YTD | +48.8% | -12.3% | +61.0% | +55.3% |
| 1Y | +64.1% | -11.2% | +75.3% | +69.5% |
| 3Y | +25.7% | +117.0% | -91.4% | -29.6% |
| 5Y | +114.4% | +93.2% | +21.2% | +21.5% |
| All | +320.3% | +449.9% | -129.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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