+325.0%
COP vs AXP
+428.9%
-103.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.7% | -2.9% | +3.5% | +2.3% |
| 30D | +0.2% | +3.7% | -3.5% | -2.3% |
| 3M | +10.2% | -4.9% | +15.1% | +12.7% |
| 6M | +20.1% | +4.1% | +16.0% | +15.1% |
| YTD | +50.5% | -11.7% | +62.2% | +56.5% |
| 1Y | +56.8% | -11.7% | +68.5% | +62.5% |
| 3Y | +30.3% | +116.5% | -86.2% | -26.9% |
| 5Y | +126.8% | +89.5% | +37.3% | +30.6% |
| 10Y | +325.0% | +424.9% | -99.9% | +29.8% |
| All | +325.0% | +428.9% | -103.9% | +29.8% |
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