+117.0%
AXP vs D
+4.5%
+112.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -2.1% | +0.4% | -2.6% | -2.2% |
| 30D | -6.5% | -3.6% | -3.0% | -5.8% |
| 3M | +4.6% | -1.0% | +5.6% | +4.8% |
| 6M | +5.4% | +6.3% | -0.9% | +3.7% |
| YTD | -11.1% | +14.7% | -25.8% | -14.2% |
| 1Y | -0.3% | +16.9% | -17.2% | -4.4% |
| 3Y | +111.6% | +56.8% | +54.8% | +85.7% |
| All | +117.0% | +4.5% | +112.5% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling