-11.7%
AXP vs DLTR
+34.7%
-46.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -2.9% | -2.8% | -0.1% | -2.5% |
| 30D | +3.7% | +21.5% | -17.8% | +1.4% |
| 3M | -4.9% | +11.6% | -16.5% | -6.3% |
| 6M | +4.1% | +58.7% | -54.7% | -2.0% |
| YTD | -11.7% | +16.2% | -27.8% | -13.7% |
| 1Y | -11.7% | +34.8% | -46.6% | -18.7% |
| All | -11.7% | +34.7% | -46.5% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling