+64.1%
COP vs AXP
-11.3%
+75.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.4% |
| 7D | -11.5% | +0.6% | -12.1% | -11.4% |
| 30D | +5.0% | +5.8% | -0.9% | +5.9% |
| 3M | +17.5% | -6.0% | +23.5% | +16.1% |
| 6M | +16.2% | +0.3% | +15.9% | +16.1% |
| YTD | +48.8% | -12.3% | +61.0% | +54.1% |
| 1Y | +64.1% | -11.2% | +75.3% | +69.1% |
| All | +64.1% | -11.3% | +75.4% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling