+448.7%
AXP vs DLR
+166.0%
+282.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | +0.6% | -3.6% | +4.2% | +1.7% |
| 30D | +5.8% | -3.5% | +9.3% | +6.9% |
| 3M | -6.0% | -8.9% | +2.9% | -3.5% |
| 6M | +0.3% | -11.6% | +11.9% | +3.4% |
| YTD | -12.3% | +14.9% | -27.2% | -17.6% |
| 1Y | -11.2% | +6.4% | -17.7% | -14.5% |
| 3Y | +117.0% | +47.3% | +69.8% | +83.1% |
| 5Y | +93.2% | +32.8% | +60.4% | +64.5% |
| All | +448.7% | +166.0% | +282.7% | +301.2% |
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