+89.6%
AXP vs DAR
-41.1%
+130.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.6% | -9.9% | +10.5% | +2.9% |
| 30D | +5.8% | -16.4% | +22.2% | +9.9% |
| 3M | -6.0% | -17.1% | +11.0% | -2.6% |
| 6M | +0.3% | -20.5% | +20.8% | +4.5% |
| YTD | -12.3% | +39.4% | -51.7% | -21.3% |
| 1Y | -11.2% | +57.2% | -68.5% | -23.1% |
| 3Y | +117.0% | +13.9% | +103.2% | +96.6% |
| All | +89.6% | -41.1% | +130.6% | +121.2% |
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