+375.1%
DDOG vs AXP
+199.7%
+175.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -19.1% | -0.6% | -18.5% | -19.0% |
| 30D | -39.2% | +5.0% | -44.1% | -40.4% |
| 3M | -31.6% | -4.2% | -27.3% | -30.8% |
| 6M | -10.9% | +2.9% | -13.8% | -12.5% |
| YTD | +31.2% | -11.6% | +42.8% | +36.4% |
| 1Y | -10.7% | -11.1% | +0.4% | -7.5% |
| 3Y | +72.1% | +116.7% | -44.6% | +28.5% |
| 5Y | -5.5% | +89.6% | -95.1% | -27.0% |
| All | +375.1% | +199.7% | +175.4% | +233.5% |
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