+92.3%
COST vs AXP
+117.6%
-25.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +4.1% | +0.6% | +3.5% | +4.0% |
| 30D | +12.0% | +5.8% | +6.2% | +10.9% |
| 3M | +11.2% | -6.0% | +17.2% | +12.2% |
| 6M | +6.1% | +0.3% | +5.8% | +5.8% |
| YTD | +22.9% | -12.3% | +35.2% | +25.4% |
| 1Y | +14.7% | -11.2% | +26.0% | +16.7% |
| 3Y | +92.3% | +117.0% | -24.7% | +52.9% |
| All | +92.3% | +117.6% | -25.3% | +52.9% |
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