+428.4%
AXP vs DAR
+269.9%
+158.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.4% |
| 7D | -0.6% | -3.8% | +3.2% | +0.7% |
| 30D | +5.0% | -14.4% | +19.4% | +10.4% |
| 3M | -4.2% | -17.9% | +13.7% | +1.6% |
| 6M | +2.9% | -18.3% | +21.2% | +8.6% |
| YTD | -11.6% | +43.2% | -54.8% | -25.0% |
| 1Y | -11.1% | +57.7% | -68.8% | -27.5% |
| 3Y | +116.7% | +22.7% | +94.0% | +82.0% |
| 5Y | +89.6% | -34.0% | +123.6% | +97.6% |
| 10Y | +428.4% | +279.5% | +148.9% | +131.3% |
| All | +428.4% | +269.9% | +158.4% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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