+424.9%
AXP vs DAR
+290.1%
+134.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.9% |
| 7D | -2.9% | +3.6% | -6.4% | -4.1% |
| 30D | +3.7% | -11.3% | +15.0% | +7.7% |
| 3M | -4.9% | -13.1% | +8.2% | -1.1% |
| 6M | +4.1% | -15.1% | +19.2% | +8.3% |
| YTD | -11.7% | +50.5% | -62.2% | -26.3% |
| 1Y | -11.7% | +57.9% | -69.6% | -27.9% |
| 3Y | +116.5% | +28.9% | +87.6% | +78.6% |
| 5Y | +89.5% | -31.4% | +120.9% | +95.1% |
| 10Y | +424.9% | +301.0% | +123.9% | +125.4% |
| All | +424.9% | +290.1% | +134.8% | +125.4% |
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