+403.0%
AXP vs DLR
+193.8%
+209.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -2.1% | +5.0% | -7.2% | -3.7% |
| 30D | +2.7% | +3.0% | -0.3% | +1.5% |
| 3M | -7.3% | -6.3% | -1.0% | -5.7% |
| 6M | +1.8% | -4.8% | +6.6% | +2.4% |
| YTD | -13.1% | +21.0% | -34.1% | -19.8% |
| 1Y | -13.7% | +15.1% | -28.9% | -19.1% |
| 3Y | +113.1% | +56.0% | +57.1% | +76.1% |
| 5Y | +85.9% | +39.1% | +46.8% | +55.8% |
| All | +403.0% | +193.8% | +209.2% | +255.1% |
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