+89.7%
AXP vs NOC
+64.8%
+24.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +5.0% | +14.1% | -9.2% | +3.3% |
| 3M | -4.2% | -4.6% | +0.4% | -3.8% |
| 6M | +2.9% | +0.7% | +2.2% | +2.7% |
| YTD | -11.6% | -2.6% | -9.0% | -12.2% |
| 1Y | -11.1% | -1.0% | -10.1% | -12.0% |
| 3Y | +116.7% | +24.5% | +92.2% | +104.7% |
| All | +89.7% | +64.8% | +24.9% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling