-11.2%
AXP vs DLR
+7.9%
-19.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +0.6% | -3.6% | +4.2% | +0.9% |
| 30D | +5.8% | -3.5% | +9.3% | +6.1% |
| 3M | -6.0% | -8.9% | +2.9% | -5.4% |
| 6M | +0.3% | -11.6% | +11.9% | +2.2% |
| YTD | -12.3% | +14.9% | -27.2% | -14.2% |
| 1Y | -11.2% | +6.4% | -17.7% | -11.7% |
| All | -11.2% | +7.9% | -19.2% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling