+105.0%
AXP vs DOCS
-53.1%
+158.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.2% | +1.4% |
| 7D | +4.6% | +1.2% | +3.4% | +4.4% |
| 30D | +9.7% | +21.3% | -11.6% | +7.1% |
| 3M | -3.8% | +58.4% | -62.2% | -9.9% |
| 6M | +4.8% | +39.3% | -34.5% | -1.0% |
| YTD | -9.1% | -21.7% | +12.6% | -7.8% |
| 1Y | -6.7% | -47.3% | +40.6% | -0.7% |
| 3Y | +125.2% | +58.2% | +67.0% | +100.4% |
| 5Y | +105.0% | -52.3% | +157.3% | +96.3% |
| All | +105.0% | -53.1% | +158.1% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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