+365.0%
DDOG vs AXP
+201.1%
+163.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -6.6% |
| 7D | -34.3% | +0.4% | -34.7% | -34.5% |
| 30D | -37.2% | +7.0% | -44.3% | -39.0% |
| 3M | -38.3% | -6.6% | -31.7% | -36.9% |
| 6M | +19.8% | +3.5% | +16.4% | +17.3% |
| YTD | +28.4% | -11.2% | +39.6% | +33.3% |
| 1Y | +12.7% | -10.2% | +22.8% | +16.3% |
| 3Y | +112.8% | +120.0% | -7.2% | +58.1% |
| 5Y | -5.9% | +95.6% | -101.4% | -27.7% |
| All | +365.0% | +201.1% | +163.8% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling