+469.1%
AXP vs DLR
+164.2%
+304.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | +1.6% | -3.7% | -2.6% |
| 30D | -6.5% | -3.4% | -3.2% | -5.6% |
| 3M | +4.6% | +0.5% | +4.1% | +3.7% |
| 6M | +5.4% | +4.6% | +0.9% | +3.0% |
| YTD | -11.1% | +23.4% | -34.5% | -18.2% |
| 1Y | -0.3% | +19.0% | -19.3% | -7.4% |
| 3Y | +111.6% | +56.5% | +55.0% | +75.7% |
| 5Y | +117.6% | +33.3% | +84.3% | +85.7% |
| All | +469.1% | +164.2% | +304.9% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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