+376.8%
DDOG vs AXP
+197.4%
+179.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +3.0% |
| 7D | -23.9% | +0.6% | -24.5% | -24.2% |
| 30D | -34.0% | +5.8% | -39.8% | -35.6% |
| 3M | -21.9% | -6.0% | -15.9% | -20.4% |
| 6M | +24.6% | +0.3% | +24.3% | +23.4% |
| YTD | +31.7% | -12.3% | +43.9% | +37.3% |
| 1Y | -6.2% | -11.2% | +5.1% | -2.8% |
| 3Y | +125.1% | +117.0% | +8.0% | +68.1% |
| 5Y | -3.5% | +93.2% | -96.7% | -25.5% |
| All | +376.8% | +197.4% | +179.4% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling