+117.0%
AXP vs DOC
-24.5%
+141.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | -2.1% | -1.5% | -0.6% | -1.6% |
| 30D | -6.5% | -4.8% | -1.8% | -4.8% |
| 3M | +4.6% | +6.9% | -2.2% | +1.7% |
| 6M | +5.4% | +20.7% | -15.3% | -3.1% |
| YTD | -11.1% | +34.1% | -45.3% | -22.3% |
| 1Y | -0.3% | +22.6% | -22.9% | -9.6% |
| 3Y | +111.6% | +20.8% | +90.7% | +91.5% |
| All | +117.0% | -24.5% | +141.5% | +151.1% |
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