+117.0%
AXP vs DD
+78.0%
+39.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | +0.6% | +4.6% | -4.0% | -1.4% |
| 30D | +5.8% | +11.8% | -6.0% | +1.0% |
| 3M | -6.0% | +2.2% | -8.2% | -7.1% |
| 6M | +0.3% | -1.6% | +1.9% | +0.3% |
| YTD | -12.3% | +23.0% | -35.3% | -21.4% |
| 1Y | -11.2% | +26.9% | -38.2% | -21.7% |
| 3Y | +117.0% | +77.9% | +39.1% | +55.7% |
| All | +117.0% | +78.0% | +39.1% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling