-13.7%
AXP vs DD
+29.4%
-43.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -2.1% | +6.7% | -8.9% | -3.6% |
| 30D | +2.7% | +19.4% | -16.8% | -1.8% |
| 3M | -7.3% | +7.6% | -14.9% | -8.9% |
| 6M | +1.8% | +2.9% | -1.1% | +0.8% |
| YTD | -13.1% | +29.9% | -42.9% | -23.6% |
| 1Y | -13.7% | +28.6% | -42.4% | -23.8% |
| All | -13.7% | +29.4% | -43.2% | -23.8% |
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