+6,606.2%
AXP vs NOC
+16,788.6%
-10,182.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.4% | -6.6% | +7.0% | +2.8% |
| 30D | +7.0% | +8.7% | -1.7% | +3.6% |
| 3M | -6.6% | -5.4% | -1.2% | -5.1% |
| 6M | +3.5% | -5.1% | +8.6% | +4.7% |
| YTD | -11.2% | -6.8% | -4.4% | -10.6% |
| 1Y | -10.2% | -6.4% | -3.7% | -9.8% |
| 3Y | +120.0% | +17.3% | +102.7% | +98.2% |
| 5Y | +95.6% | +56.3% | +39.2% | +53.1% |
| 10Y | +468.1% | +173.9% | +294.3% | +255.6% |
| All | +6,606.2% | +16,788.6% | -10,182.4% | +1,288.3% |
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