-3.6%
DDOG vs AXP
+86.8%
-90.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -31.6% | +4.4% | -36.1% | -33.8% |
| 3M | -27.0% | -6.4% | -20.6% | -24.5% |
| 6M | -10.3% | +4.2% | -14.5% | -13.9% |
| YTD | +35.4% | -12.4% | +47.8% | +44.9% |
| 1Y | -1.0% | -11.1% | +10.1% | +4.6% |
| 3Y | +76.7% | +114.9% | -38.2% | -5.0% |
| All | -3.6% | +86.8% | -90.3% | -41.8% |
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