-13.7%
AXP vs DHI
+0.1%
-13.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.2% |
| 7D | -2.1% | -8.0% | +5.9% | -0.5% |
| 30D | +2.7% | +7.0% | -4.4% | +1.1% |
| 3M | -7.3% | -0.6% | -6.7% | -7.4% |
| 6M | +1.8% | +1.5% | +0.3% | +1.0% |
| YTD | -13.1% | +1.5% | -14.6% | -15.8% |
| 1Y | -13.7% | +0.4% | -14.2% | -16.4% |
| All | -13.7% | +0.1% | -13.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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