+864.6%
AXP vs DLR
+3,595.6%
-2,731.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.1% | +1.6% | -3.7% | -2.9% |
| 30D | -6.5% | -3.4% | -3.2% | -5.2% |
| 3M | +4.6% | +0.5% | +4.1% | +3.1% |
| 6M | +5.4% | +4.6% | +0.9% | +1.8% |
| YTD | -11.1% | +23.4% | -34.5% | -21.1% |
| 1Y | -0.3% | +19.0% | -19.3% | -10.5% |
| 3Y | +111.6% | +56.5% | +55.0% | +61.2% |
| 5Y | +117.6% | +33.3% | +84.3% | +73.2% |
| 10Y | +474.1% | +165.1% | +309.0% | +190.5% |
| All | +864.6% | +3,595.6% | -2,731.1% | +57.3% |
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