+111.1%
AXP vs DASH
+152.1%
-41.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | 0.0% |
| 7D | -2.1% | -10.6% | +8.5% | +0.5% |
| 30D | -6.5% | +2.2% | -8.7% | -7.1% |
| 3M | +4.6% | +32.3% | -27.6% | -2.5% |
| 6M | +5.4% | +19.1% | -13.7% | +0.1% |
| YTD | -11.1% | -6.5% | -4.6% | -11.0% |
| 1Y | -0.3% | -14.9% | +14.6% | +1.2% |
| All | +111.1% | +152.1% | -41.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 3y: compounded portfolio wealth divided by compounded DASH 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…
3y analysis · Full analysis span regression · 6 months rolling