+86.1%
AXP vs NOC
+65.6%
+20.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.1% | +4.8% | -5.0% | -0.7% |
| 30D | +4.4% | +11.0% | -6.6% | +3.1% |
| 3M | -6.4% | -3.8% | -2.6% | -6.1% |
| 6M | +4.2% | +0.6% | +3.5% | +3.9% |
| YTD | -12.4% | -2.3% | -10.1% | -13.0% |
| 1Y | -11.1% | +0.3% | -11.4% | -12.1% |
| 3Y | +114.9% | +24.6% | +90.3% | +102.9% |
| All | +86.1% | +65.6% | +20.6% | +49.4% |
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