+117.0%
AXP vs NOC
+53.6%
+63.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -2.1% | -5.2% | +3.1% | -1.5% |
| 30D | -6.5% | -7.2% | +0.7% | -5.7% |
| 3M | +4.6% | -5.1% | +9.8% | +5.2% |
| 6M | +5.4% | -31.1% | +36.5% | +10.0% |
| YTD | -11.1% | -8.6% | -2.5% | -11.0% |
| 1Y | -0.3% | -9.7% | +9.4% | -0.1% |
| 3Y | +111.6% | +24.3% | +87.3% | +98.0% |
| All | +117.0% | +53.6% | +63.4% | +84.9% |
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