+6,610.0%
AXP vs DOC
+2,974.4%
+3,635.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.2% |
| 7D | -2.1% | -1.5% | -0.6% | -1.4% |
| 30D | -6.5% | -4.8% | -1.8% | -4.3% |
| 3M | +4.6% | +6.9% | -2.2% | +0.8% |
| 6M | +5.4% | +20.7% | -15.3% | -5.8% |
| YTD | -11.1% | +34.1% | -45.3% | -25.0% |
| 1Y | -0.3% | +22.6% | -22.9% | -12.4% |
| 3Y | +111.6% | +20.8% | +90.7% | +82.3% |
| 5Y | +117.6% | -24.9% | +142.4% | +137.0% |
| 10Y | +474.1% | -1.8% | +475.9% | +416.3% |
| All | +6,610.0% | +2,974.4% | +3,635.6% | +1,326.9% |
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