+6,763.5%
AXP vs DOC
+2,934.4%
+3,829.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.6% |
| 7D | +4.6% | +8.7% | -4.1% | +0.3% |
| 30D | +9.7% | +7.6% | +2.1% | +5.6% |
| 3M | -3.8% | -5.3% | +1.5% | -1.5% |
| 6M | +4.8% | +27.6% | -22.8% | -9.0% |
| YTD | -9.1% | +32.4% | -41.5% | -23.0% |
| 1Y | -6.7% | +22.9% | -29.6% | -18.1% |
| 3Y | +125.2% | +43.1% | +82.1% | +78.0% |
| 5Y | +105.0% | -21.4% | +126.4% | +117.9% |
| 10Y | +481.5% | +16.8% | +464.6% | +379.3% |
| All | +6,763.5% | +2,934.4% | +3,829.1% | +1,365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling