+448.7%
AXP vs D
+42.6%
+406.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +0.6% | +3.0% | -2.4% | -0.5% |
| 30D | +5.8% | +11.5% | -5.7% | +1.4% |
| 3M | -6.0% | +3.7% | -9.7% | -7.5% |
| 6M | +0.3% | +13.5% | -13.2% | -5.0% |
| YTD | -12.3% | +20.7% | -33.0% | -19.2% |
| 1Y | -11.2% | +18.2% | -29.5% | -17.8% |
| 3Y | +117.0% | +73.3% | +43.7% | +66.9% |
| 5Y | +93.2% | +12.3% | +80.9% | +79.3% |
| All | +448.7% | +42.6% | +406.1% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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