+424.9%
AXP vs NOC
+163.6%
+261.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -2.9% | +4.9% | -7.7% | -4.4% |
| 30D | +3.7% | +13.6% | -9.9% | -0.9% |
| 3M | -4.9% | -3.9% | -1.0% | -3.9% |
| 6M | +4.1% | +1.4% | +2.7% | +2.9% |
| YTD | -11.7% | -2.2% | -9.5% | -12.8% |
| 1Y | -11.7% | -1.2% | -10.5% | -13.3% |
| 3Y | +116.5% | +25.0% | +91.5% | +88.1% |
| 5Y | +89.5% | +66.0% | +23.5% | +35.6% |
| 10Y | +424.9% | +161.4% | +263.5% | +215.2% |
| All | +424.9% | +163.6% | +261.3% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling