-6.7%
AXP vs DFNS
-99.6%
+92.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -18.3% | +20.5% | +2.4% |
| 7D | +4.6% | -27.7% | +32.3% | +5.0% |
| 30D | +9.7% | -58.0% | +67.7% | +10.9% |
| 3M | -3.8% | -94.0% | +90.2% | -0.6% |
| 6M | +4.8% | -94.6% | +99.4% | +11.3% |
| YTD | -9.1% | -99.4% | +90.3% | +9.0% |
| 1Y | -6.7% | -99.6% | +92.9% | +14.5% |
| All | -6.7% | -99.6% | +92.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling