+758.4%
COST vs AXP
+453.0%
+305.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | +12.8% | +5.2% | +7.5% | +11.5% |
| 3M | +12.7% | -4.6% | +17.2% | +13.7% |
| 6M | +6.0% | +3.2% | +2.8% | +5.0% |
| YTD | +24.4% | -11.3% | +35.7% | +26.7% |
| 1Y | +16.2% | -11.0% | +27.2% | +18.2% |
| 3Y | +96.9% | +120.2% | -23.3% | +61.4% |
| 5Y | +121.1% | +91.7% | +29.4% | +84.0% |
| 10Y | +758.4% | +440.3% | +318.1% | +466.6% |
| All | +758.4% | +453.0% | +305.4% | +466.6% |
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