+440.3%
AXP vs NOC
+158.6%
+281.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | +0.1% |
| 7D | -1.1% | -2.9% | +1.8% | -0.2% |
| 30D | +5.2% | +12.1% | -6.9% | +1.0% |
| 3M | -4.6% | -5.3% | +0.7% | -3.1% |
| 6M | +3.2% | -1.0% | +4.2% | +2.9% |
| YTD | -11.3% | -4.3% | -7.0% | -11.9% |
| 1Y | -11.0% | -3.6% | -7.4% | -11.8% |
| 3Y | +120.2% | +22.9% | +97.3% | +92.2% |
| 5Y | +91.7% | +60.4% | +31.3% | +39.2% |
| 10Y | +440.3% | +161.3% | +279.1% | +224.0% |
| All | +440.3% | +158.6% | +281.7% | +224.0% |
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