+403.0%
AXP vs DD
+98.3%
+304.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -2.1% | +6.7% | -8.9% | -5.8% |
| 30D | +2.7% | +19.4% | -16.8% | -7.7% |
| 3M | -7.3% | +7.6% | -14.9% | -11.8% |
| 6M | +1.8% | +2.9% | -1.1% | -1.1% |
| YTD | -13.1% | +29.9% | -42.9% | -27.5% |
| 1Y | -13.7% | +28.6% | -42.4% | -27.7% |
| 3Y | +113.1% | +90.0% | +23.1% | +35.3% |
| 5Y | +85.9% | +68.1% | +17.8% | +25.0% |
| All | +403.0% | +98.3% | +304.7% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling