+378.3%
DDOG vs AXP
+200.5%
+177.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | -16.9% | -1.1% | -15.8% | -16.6% |
| 30D | -38.8% | +5.2% | -44.0% | -40.1% |
| 3M | -23.2% | -4.6% | -18.6% | -22.2% |
| 6M | -10.3% | +3.2% | -13.5% | -12.0% |
| YTD | +32.1% | -11.3% | +43.4% | +37.2% |
| 1Y | -6.1% | -11.0% | +4.9% | -2.7% |
| 3Y | +79.2% | +120.2% | -41.0% | +33.1% |
| 5Y | -8.6% | +91.7% | -100.3% | -29.6% |
| All | +378.3% | +200.5% | +177.8% | +235.4% |
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