-11.1%
AXP vs DAR
+61.9%
-73.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.9% |
| 7D | -0.1% | +11.6% | -11.7% | +0.5% |
| 30D | +4.4% | -10.2% | +14.7% | +3.8% |
| 3M | -6.4% | -14.8% | +8.4% | -7.3% |
| 6M | +4.2% | -10.1% | +14.2% | +3.9% |
| YTD | -12.4% | +55.5% | -67.9% | -19.2% |
| 1Y | -11.1% | +61.7% | -72.8% | -18.8% |
| All | -11.1% | +61.9% | -73.0% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling