+6,606.2%
AXP vs DD
+1,069.5%
+5,536.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | -0.3% |
| 7D | +0.4% | +3.1% | -2.7% | -1.5% |
| 30D | +7.0% | +8.7% | -1.7% | +2.1% |
| 3M | -6.6% | -1.2% | -5.4% | -6.6% |
| 6M | +3.5% | -1.1% | +4.5% | +2.8% |
| YTD | -11.2% | +21.7% | -32.8% | -21.6% |
| 1Y | -10.2% | +24.0% | -34.2% | -21.5% |
| 3Y | +120.0% | +75.6% | +44.4% | +55.9% |
| 5Y | +95.6% | +58.2% | +37.4% | +44.9% |
| 10Y | +468.1% | +88.0% | +380.1% | +262.5% |
| All | +6,606.2% | +1,069.5% | +5,536.7% | +1,257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling