+390.4%
DDOG vs AXP
+197.1%
+193.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -31.6% | +4.4% | -36.1% | -32.9% |
| 3M | -27.0% | -6.4% | -20.6% | -25.5% |
| 6M | -10.3% | +4.2% | -14.5% | -12.3% |
| YTD | +35.4% | -12.4% | +47.8% | +41.2% |
| 1Y | -1.0% | -11.1% | +10.1% | +2.6% |
| 3Y | +76.7% | +114.9% | -38.2% | +32.3% |
| 5Y | -4.6% | +87.4% | -92.0% | -26.0% |
| All | +390.4% | +197.1% | +193.4% | +245.4% |
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