+117.0%
AXP vs DAR
-11.0%
+128.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | -6.5% | +12.8% | -19.3% | -9.4% |
| 3M | +4.6% | +7.4% | -2.7% | +2.3% |
| 6M | +5.4% | +22.3% | -16.8% | -0.7% |
| YTD | -11.1% | +81.1% | -92.2% | -24.6% |
| 1Y | -0.3% | +106.5% | -106.8% | -19.0% |
| 3Y | +111.6% | +5.3% | +106.3% | +101.6% |
| All | +117.0% | -11.0% | +128.0% | +109.9% |
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