+464.9%
AXP vs DLTR
+50.3%
+414.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.3% |
| 7D | +0.6% | -5.8% | +6.4% | +1.9% |
| 30D | -4.3% | -5.2% | +0.9% | -3.3% |
| 3M | +4.7% | +15.2% | -10.5% | +0.9% |
| 6M | +9.0% | +7.1% | +1.9% | +6.0% |
| YTD | -11.1% | +0.8% | -12.0% | -12.6% |
| 1Y | +1.3% | +24.8% | -23.5% | -5.8% |
| 3Y | +114.5% | +6.9% | +107.6% | +100.6% |
| 5Y | +118.0% | +33.2% | +84.8% | +82.8% |
| 10Y | +464.9% | +51.6% | +413.4% | +335.6% |
| All | +464.9% | +50.3% | +414.7% | +335.6% |
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