+124.9%
AXP vs DOC
+43.5%
+81.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.4% |
| 7D | +4.6% | +8.7% | -4.1% | +2.3% |
| 30D | +9.7% | +7.6% | +2.1% | +7.6% |
| 3M | -3.8% | -5.3% | +1.5% | -2.5% |
| 6M | +4.8% | +27.6% | -22.8% | -2.7% |
| YTD | -9.1% | +32.4% | -41.5% | -17.1% |
| 1Y | -6.7% | +22.9% | -29.6% | -12.8% |
| All | +124.9% | +43.5% | +81.4% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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