+110.2%
COST vs AXP
+118.2%
-7.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -3.1% | -2.1% | -1.0% | -2.7% |
| 30D | -2.8% | -6.5% | +3.8% | -1.2% |
| 3M | -5.7% | +4.6% | -10.3% | -6.9% |
| 6M | -8.8% | +5.4% | -14.2% | -10.4% |
| YTD | +6.7% | -11.1% | +17.8% | +9.1% |
| 1Y | -3.6% | -0.3% | -3.3% | -4.9% |
| 3Y | +75.1% | +111.6% | -36.5% | +34.4% |
| All | +110.2% | +118.2% | -7.9% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling