+28.7%
COP vs AXP
+118.3%
-89.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.6% |
| 7D | -8.4% | -1.1% | -7.3% | -8.2% |
| 30D | +0.3% | +5.2% | -5.0% | -1.2% |
| 3M | +15.1% | -4.6% | +19.7% | +16.2% |
| 6M | +19.8% | +3.2% | +16.5% | +17.4% |
| YTD | +46.8% | -11.3% | +58.2% | +51.5% |
| 1Y | +59.7% | -11.0% | +70.8% | +64.3% |
| 3Y | +28.7% | +120.2% | -91.5% | -11.8% |
| All | +28.7% | +118.3% | -89.6% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling