+455.5%
AXP vs D
+44.7%
+410.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.4% | +6.9% | -6.6% | -2.2% |
| 30D | +7.0% | +12.3% | -5.3% | +2.3% |
| 3M | -6.6% | +3.0% | -9.6% | -7.8% |
| 6M | +3.5% | +12.8% | -9.3% | -1.8% |
| YTD | -11.2% | +22.6% | -33.7% | -18.7% |
| 1Y | -10.2% | +21.7% | -31.8% | -17.7% |
| 3Y | +120.0% | +83.9% | +36.1% | +64.8% |
| 5Y | +95.6% | +14.0% | +81.6% | +80.5% |
| All | +455.5% | +44.7% | +410.8% | +402.0% |
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