-6.4%
DDOG vs AXP
+91.7%
-98.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +3.3% |
| 7D | -23.9% | +0.6% | -24.5% | -24.5% |
| 30D | -34.0% | +5.8% | -39.8% | -36.6% |
| 3M | -21.9% | -6.0% | -15.9% | -19.5% |
| 6M | +24.6% | +0.3% | +24.3% | +22.3% |
| YTD | +31.7% | -12.3% | +43.9% | +40.8% |
| 1Y | -6.2% | -11.2% | +5.1% | -0.8% |
| 3Y | +125.1% | +117.0% | +8.0% | +20.4% |
| All | -6.4% | +91.7% | -98.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling