+6,524.1%
AXP vs NOC
+16,780.9%
-10,256.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -5.8% | +6.4% | +2.7% |
| 30D | +5.8% | +10.9% | -5.1% | +1.8% |
| 3M | -6.0% | -7.1% | +1.1% | -3.9% |
| 6M | +0.3% | -5.3% | +5.6% | +1.5% |
| YTD | -12.3% | -6.8% | -5.5% | -11.7% |
| 1Y | -11.2% | -6.7% | -4.5% | -10.7% |
| 3Y | +117.0% | +17.2% | +99.8% | +95.6% |
| 5Y | +93.2% | +56.3% | +36.9% | +51.3% |
| 10Y | +461.2% | +173.7% | +287.4% | +251.3% |
| All | +6,524.1% | +16,780.9% | -10,256.8% | +1,271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling