+407.0%
AXP vs D
+48.0%
+359.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.1% | -1.4% | +1.2% | +0.4% |
| 30D | +4.4% | +7.7% | -3.3% | +1.4% |
| 3M | -6.4% | -0.3% | -6.1% | -6.5% |
| 6M | +4.2% | +10.1% | -5.9% | -0.2% |
| YTD | -12.4% | +19.1% | -31.4% | -19.0% |
| 1Y | -11.1% | +15.9% | -27.0% | -17.1% |
| 3Y | +114.9% | +75.0% | +39.9% | +63.8% |
| 5Y | +87.4% | +13.4% | +74.0% | +72.7% |
| All | +407.0% | +48.0% | +359.0% | +363.6% |
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