+6,524.1%
AXP vs DE
+14,410.5%
-7,886.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.8% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +5.8% | +2.3% | +3.6% | +4.5% |
| 3M | -6.0% | +9.5% | -15.5% | -10.7% |
| 6M | +0.3% | +14.1% | -13.8% | -7.3% |
| YTD | -12.3% | +45.4% | -57.7% | -28.6% |
| 1Y | -11.2% | +42.9% | -54.1% | -27.3% |
| 3Y | +117.0% | +84.8% | +32.2% | +54.6% |
| 5Y | +93.2% | +101.8% | -8.6% | +28.8% |
| 10Y | +461.2% | +788.0% | -326.8% | +84.8% |
| All | +6,524.1% | +14,410.5% | -7,886.4% | +570.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 all: compounded portfolio wealth divided by compounded DE 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…
all analysis · Full analysis span regression · 6 months rolling