+91.7%
AXP vs DAR
-37.0%
+128.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.6% | 0.0% |
| 7D | -1.1% | -2.8% | +1.6% | -0.5% |
| 30D | +5.2% | -12.8% | +18.1% | +8.3% |
| 3M | -4.6% | -11.6% | +7.0% | -2.6% |
| 6M | +3.2% | -16.8% | +20.0% | +6.5% |
| YTD | -11.3% | +45.9% | -57.3% | -21.3% |
| 1Y | -11.0% | +61.5% | -72.5% | -23.3% |
| 3Y | +120.2% | +23.0% | +97.2% | +95.4% |
| 5Y | +91.7% | -35.8% | +127.6% | +119.3% |
| All | +91.7% | -37.0% | +128.7% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling