+86.1%
AXP vs DD
+67.2%
+18.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -0.1% | +5.0% | -5.1% | -2.6% |
| 30D | +4.4% | +19.7% | -15.2% | -5.0% |
| 3M | -6.4% | +7.2% | -13.6% | -10.2% |
| 6M | +4.2% | +1.0% | +3.1% | +2.7% |
| YTD | -12.4% | +29.1% | -41.5% | -25.5% |
| 1Y | -11.1% | +28.5% | -39.6% | -24.3% |
| 3Y | +114.9% | +89.4% | +25.4% | +39.3% |
| All | +86.1% | +67.2% | +18.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling