+105.0%
AXP vs DECK
+31.2%
+73.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.0% | -3.8% | +0.6% |
| 7D | +4.6% | +10.4% | -5.8% | +1.8% |
| 30D | +9.7% | +11.1% | -1.4% | +6.6% |
| 3M | -3.8% | -10.8% | +7.0% | -1.1% |
| 6M | +4.8% | -8.7% | +13.5% | +6.7% |
| YTD | -9.1% | -14.0% | +5.0% | -6.9% |
| 1Y | -6.7% | +12.0% | -18.7% | -11.6% |
| 3Y | +125.2% | -10.5% | +135.7% | +109.5% |
| 5Y | +105.0% | +28.5% | +76.5% | +62.6% |
| All | +105.0% | +31.2% | +73.7% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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