+440.3%
AXP vs DLTR
+88.8%
+351.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | -0.1% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +5.2% | +15.7% | -10.4% | +1.5% |
| 3M | -4.6% | +4.8% | -9.4% | -6.0% |
| 6M | +3.2% | +45.6% | -42.4% | -6.8% |
| YTD | -11.3% | +11.6% | -22.9% | -15.1% |
| 1Y | -11.0% | +29.8% | -40.8% | -18.1% |
| 3Y | +120.2% | +20.8% | +99.4% | +99.3% |
| 5Y | +91.7% | +23.5% | +68.3% | +65.9% |
| 10Y | +440.3% | +80.5% | +359.9% | +310.3% |
| All | +440.3% | +88.8% | +351.5% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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