+424.9%
AXP vs DLTR
+85.5%
+339.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -2.9% | -2.8% | -0.1% | -2.3% |
| 30D | +3.7% | +21.5% | -17.8% | -1.1% |
| 3M | -4.9% | +11.6% | -16.5% | -7.7% |
| 6M | +4.1% | +58.7% | -54.7% | -7.9% |
| YTD | -11.7% | +16.2% | -27.8% | -16.2% |
| 1Y | -11.7% | +34.8% | -46.6% | -19.5% |
| 3Y | +116.5% | +25.3% | +91.2% | +94.4% |
| 5Y | +89.5% | +25.8% | +63.7% | +63.6% |
| 10Y | +424.9% | +83.7% | +341.2% | +291.5% |
| All | +424.9% | +85.5% | +339.4% | +291.5% |
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