+105.0%
AXP vs DASH
-4.2%
+109.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.2% | +0.4% |
| 7D | +4.6% | +17.2% | -12.6% | +1.1% |
| 30D | +9.7% | +3.6% | +6.2% | +8.7% |
| 3M | -3.8% | -1.9% | -1.9% | -3.8% |
| 6M | +4.8% | +15.1% | -10.3% | +0.8% |
| YTD | -9.1% | -12.3% | +3.2% | -8.0% |
| 1Y | -6.7% | -17.2% | +10.5% | -5.2% |
| 3Y | +125.2% | +114.7% | +10.5% | +86.9% |
| 5Y | +105.0% | -4.3% | +109.2% | +64.6% |
| All | +105.0% | -4.2% | +109.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling