+886.6%
AXP vs DLR
+3,551.7%
-2,665.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.0% |
| 7D | +4.6% | +2.8% | +1.8% | +3.1% |
| 30D | +9.7% | +2.8% | +7.0% | +8.0% |
| 3M | -3.8% | -4.0% | +0.2% | -2.5% |
| 6M | +4.8% | -5.6% | +10.4% | +5.9% |
| YTD | -9.1% | +21.9% | -31.0% | -19.3% |
| 1Y | -6.7% | +13.0% | -19.7% | -14.2% |
| 3Y | +125.2% | +52.2% | +73.0% | +73.6% |
| 5Y | +105.0% | +40.3% | +64.6% | +58.8% |
| 10Y | +481.5% | +186.1% | +295.4% | +181.7% |
| All | +886.6% | +3,551.7% | -2,665.0% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling