+91.7%
AXP vs DD
+71.8%
+20.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.8% | -1.9% |
| 7D | -1.1% | +9.8% | -10.9% | -6.0% |
| 30D | +5.2% | +19.3% | -14.1% | -4.1% |
| 3M | -4.6% | +9.4% | -13.9% | -9.3% |
| 6M | +3.2% | +4.8% | -1.6% | -0.2% |
| YTD | -11.3% | +30.2% | -41.6% | -24.9% |
| 1Y | -11.0% | +32.2% | -43.2% | -25.3% |
| 3Y | +120.2% | +93.1% | +27.1% | +41.5% |
| 5Y | +91.7% | +68.0% | +23.7% | +33.2% |
| All | +91.7% | +71.8% | +20.0% | +33.2% |
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