+4,533.0%
COP vs AXP
+6,654.6%
-2,121.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | -9.7% | +0.4% | -10.1% | -9.9% |
| 30D | +4.7% | +7.0% | -2.3% | +2.1% |
| 3M | +18.5% | -6.6% | +25.1% | +20.9% |
| 6M | +11.4% | +3.5% | +7.9% | +9.0% |
| YTD | +47.9% | -11.2% | +59.1% | +51.2% |
| 1Y | +59.3% | -10.2% | +69.5% | +62.0% |
| 3Y | +23.6% | +120.0% | -96.5% | -8.5% |
| 5Y | +113.1% | +95.6% | +17.5% | +60.7% |
| 10Y | +329.1% | +468.1% | -139.0% | +138.0% |
| All | +4,533.0% | +6,654.6% | -2,121.6% | +1,649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling