+602.0%
COST vs AXP
+465.7%
+136.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -4.0% | -4.3% | +0.4% | -3.1% |
| 3M | -6.5% | +4.7% | -11.2% | -7.6% |
| 6M | -8.5% | +9.0% | -17.5% | -10.5% |
| YTD | +6.0% | -11.1% | +17.1% | +8.0% |
| 1Y | -5.8% | +1.3% | -7.1% | -7.0% |
| 3Y | +71.8% | +114.5% | -42.7% | +41.8% |
| 5Y | +106.2% | +118.0% | -11.8% | +67.7% |
| 10Y | +602.0% | +464.9% | +137.1% | +374.4% |
| All | +602.0% | +465.7% | +136.4% | +374.4% |
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