-6.7%
AXP vs DD
+49.3%
-56.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.6% |
| 7D | +4.6% | +8.7% | -4.1% | +2.4% |
| 30D | +9.7% | +15.3% | -5.6% | +5.8% |
| 3M | -3.8% | +5.9% | -9.7% | -5.2% |
| 6M | +4.8% | +11.6% | -6.8% | +1.3% |
| YTD | -9.1% | +26.5% | -35.6% | -18.6% |
| 1Y | -6.7% | +35.4% | -42.1% | -19.4% |
| All | -6.7% | +49.3% | -56.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling