+428.4%
AXP vs DD
+100.9%
+327.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -0.6% | +2.2% | -2.9% | -2.0% |
| 30D | +5.0% | +20.7% | -15.7% | -6.2% |
| 3M | -4.2% | +11.3% | -15.6% | -10.6% |
| 6M | +2.9% | +6.0% | -3.0% | -1.7% |
| YTD | -11.6% | +31.7% | -43.3% | -26.8% |
| 1Y | -11.1% | +32.2% | -43.3% | -26.6% |
| 3Y | +116.7% | +92.7% | +24.0% | +36.6% |
| 5Y | +89.6% | +72.1% | +17.5% | +25.8% |
| 10Y | +428.4% | +99.7% | +328.7% | +151.3% |
| All | +428.4% | +100.9% | +327.5% | +151.3% |
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