+117.0%
AXP vs DLTR
+12.7%
+104.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.5% |
| 7D | +0.6% | -2.0% | +2.6% | +0.8% |
| 30D | +5.8% | +12.8% | -6.9% | +4.1% |
| 3M | -6.0% | +1.1% | -7.1% | -6.3% |
| 6M | +0.3% | +35.9% | -35.6% | -4.4% |
| YTD | -12.3% | +6.6% | -18.9% | -13.7% |
| 1Y | -11.2% | +28.6% | -39.9% | -15.2% |
| 3Y | +117.0% | +14.0% | +103.0% | +101.9% |
| All | +117.0% | +12.7% | +104.3% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling