+336.7%
COP vs AXP
+418.6%
-81.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | 0.0% | +4.4% | -4.5% | -3.0% |
| 3M | +15.0% | -6.4% | +21.4% | +18.7% |
| 6M | +22.0% | +4.2% | +17.8% | +16.8% |
| YTD | +55.3% | -12.4% | +67.7% | +62.2% |
| 1Y | +64.1% | -11.1% | +75.2% | +69.4% |
| 3Y | +34.1% | +114.9% | -80.8% | -24.5% |
| 5Y | +133.4% | +87.4% | +46.0% | +35.3% |
| All | +336.7% | +418.6% | -81.9% | +33.6% |
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