+89.6%
AXP vs NOC
+56.0%
+33.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -5.8% | +6.4% | +1.3% |
| 30D | +5.8% | +10.9% | -5.1% | +4.5% |
| 3M | -6.0% | -7.1% | +1.1% | -5.3% |
| 6M | +0.3% | -5.3% | +5.6% | +0.8% |
| YTD | -12.3% | -6.8% | -5.5% | -12.5% |
| 1Y | -11.2% | -6.7% | -4.5% | -11.5% |
| 3Y | +117.0% | +17.2% | +99.8% | +106.7% |
| All | +89.6% | +56.0% | +33.6% | +54.9% |
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