+120.2%
AXP vs DLR
+53.1%
+67.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.2% |
| 7D | -1.1% | +2.4% | -3.5% | -1.7% |
| 30D | +5.2% | +0.7% | +4.5% | +4.9% |
| 3M | -4.6% | -6.4% | +1.9% | -3.2% |
| 6M | +3.2% | -6.5% | +9.8% | +4.5% |
| YTD | -11.3% | +18.8% | -30.1% | -17.1% |
| 1Y | -11.0% | +9.0% | -20.1% | -14.4% |
| 3Y | +120.2% | +54.5% | +65.7% | +90.5% |
| All | +120.2% | +53.1% | +67.0% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling