+261.5%
AXP vs DFNS
-100.0%
+361.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.7% | -12.8% | -0.1% |
| 7D | -2.9% | -13.0% | +10.1% | -2.9% |
| 30D | +3.7% | -56.9% | +60.6% | +3.7% |
| 3M | -4.9% | -93.2% | +88.3% | -5.0% |
| 6M | +4.1% | -95.4% | +99.5% | +4.0% |
| YTD | -11.7% | -99.5% | +87.8% | -12.1% |
| 1Y | -11.7% | -99.6% | +87.9% | -12.2% |
| 3Y | +116.5% | -100.0% | +216.5% | +115.8% |
| 5Y | +89.5% | -100.0% | +189.5% | +84.3% |
| All | +261.5% | -100.0% | +361.5% | +251.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling