+6,610.0%
AXP vs NOC
+16,458.4%
-9,848.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | -2.1% | -5.2% | +3.1% | -0.3% |
| 30D | -6.5% | -7.2% | +0.7% | -4.1% |
| 3M | +4.6% | -5.1% | +9.8% | +6.2% |
| 6M | +5.4% | -31.1% | +36.5% | +19.5% |
| YTD | -11.1% | -8.6% | -2.5% | -9.6% |
| 1Y | -0.3% | -9.7% | +9.4% | +1.6% |
| 3Y | +111.6% | +24.3% | +87.3% | +86.0% |
| 5Y | +117.6% | +52.6% | +64.9% | +72.1% |
| 10Y | +474.1% | +183.6% | +290.5% | +255.5% |
| All | +6,610.0% | +16,458.4% | -9,848.4% | +1,302.9% |
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 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