+105.0%
AXP vs DOC
-22.8%
+127.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.0% |
| 7D | +4.6% | +8.7% | -4.1% | +1.3% |
| 30D | +9.7% | +7.6% | +2.1% | +6.6% |
| 3M | -3.8% | -5.3% | +1.5% | -2.0% |
| 6M | +4.8% | +27.6% | -22.8% | -6.1% |
| YTD | -9.1% | +32.4% | -41.5% | -20.4% |
| 1Y | -6.7% | +22.9% | -29.6% | -15.6% |
| 3Y | +125.2% | +43.1% | +82.1% | +84.0% |
| 5Y | +105.0% | -21.4% | +126.4% | +140.0% |
| All | +105.0% | -22.8% | +127.8% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling